Interpreting Value at Risk (VaR) forecasts
| Year of publication: |
2008
|
|---|---|
| Authors: | Gregory, A.W. ; Reeves, J.J. |
| Published in: |
Economic systems. - Amsterdam [u.a.] : Elsevier, ISSN 0939-3625, ZDB-ID 10728867. - Vol. 32.2008, 2, p. 167-176
|