On the time scaling af value-at-risk with trading
Jimmy Skoglund; Donald Erdman; Wei Chen
| Year of publication: |
2011
|
|---|---|
| Authors: | Skoglund, Jimmy ; Erdman, Donald ; Chen, Wei |
| Published in: |
The journal of risk model validation. - London : Risk Journals, ISSN 1753-9579, ZDB-ID 23167646. - Vol. 5.2011, 3, p. 17-26
|
| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009911509