Modeling value-at-risk for international portfolios in different jump-diffusion processes
Fen-Ying Chen
| Year of publication: |
2013
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|---|---|
| Authors: | Chen, Fen-ying |
| Published in: |
The journal of risk model validation. - London : Risk Journals, ISSN 1753-9579, ZDB-ID 23167646. - Vol. 7.2013, 2, p. 93-117
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010185312