Modelling VaR for foreign-asset portfolios in continuous time
| Year of publication: |
2009
|
|---|---|
| Authors: | Chen, Fen-Ying ; Liao, Szu-Lang |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 868243. - Vol. 26.2009, 1, p. 234-241
|