Risk drivers in historical simulation : scaled percentage changes versus first differences
Su Xu; Stephen D. Young
| Year of publication: |
2009
|
|---|---|
| Authors: | Xu, Su ; Young, Stephen D. |
| Published in: |
Journal / The Capco Institute : journal of financial transformation. - Antwerp, ZDB-ID 21368132. - Vol. 25.2009, p. 113-121
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009895890