Optimality of the RiskMetrics VaR model
| Year of publication: |
2007
|
|---|---|
| Authors: | Gonzalez-Rivera, Gloria ; Lee, Tae-Hwy ; Yoldas, Emre |
| Published in: |
Finance Research Letters. - Elsevier, ISSN 1544-6123. - Vol. 4.2007, 3, p. 137-145
|
| Publisher: |
Elsevier |