Range-based models in estimating value-at-risk (VaR)
Nikkin L. Beronilla and Dennis S. Mapa
| Year of publication: |
2008
|
|---|---|
| Authors: | Beronilla, Nikkin L. ; Mapa, Dennis S. |
| Published in: |
The Philippine review of economics : a joint publication of the University of the Philippines, School of Economics and the Philippine Economic Society. - Quezon City, ISSN 1655-1516, ZDB-ID 20442245. - Vol. 45.2008, 2, p. 87-99
|
| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009940674