Parametric and non-parametric estimation of value-at-risk
Deepak Jadhav; T. V. Ramanathan
| Year of publication: |
2009
|
|---|---|
| Authors: | Jadhav, Deepak ; Ramanathan, T. V. |
| Published in: |
The journal of risk model validation. - London : Risk Journals, ISSN 1753-9579, ZDB-ID 23167646. - Vol. 3.2009/10, 1, p. 51-71
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009911475