Sensitivity analysis of Values at Risk
| Year of publication: |
2000
|
|---|---|
| Authors: | Gourieroux, C. ; Laurent, J. P. ; Scaillet, O. |
| Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 7.2000, 3-4, p. 225-245
|
| Publisher: |
Elsevier |