Performance of monthly multivariate filtered historical simulation value-at-risk
Stéphane Chrétien; Frank Coggins; Yves Trudel
| Year of publication: |
2010
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|---|---|
| Authors: | Chrétien, Stéphane ; Coggins, Frank ; Trudel, Yves |
| Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 24167885. - Vol. 3.2009/10, 3, p. 259-277
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| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009883670