Improving Hull and White's Method of Estimating Portfolio Value‐at‐Risk
| Year of publication: |
2012
|
|---|---|
| Authors: | Changchien, Chang‐Cheng ; Lin, Chu‐Hsiung ; Yang, Hsien‐Chueh Peter |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 31.2012, 8, p. 706-721
|