Improving Hull and White's Method of Estimating Portfolio Value‐at‐Risk
| Year of publication: |
2012
|
|---|---|
| Authors: | Chang‐Cheng Changchien ; Chu‐Hsiung Lin ; Hsien‐Chueh Peter Yang |
| Published in: |
Journal of Forecasting. - John Wiley & Sons, Ltd.. - Vol. 31.2012, 8, p. 706-720
|
| Publisher: |
John Wiley & Sons, Ltd. |