Sensitivity analysis of values at risk
| Year of publication: |
2000
|
|---|---|
| Authors: | Gourieroux, C. ; Laurent, J.P. ; Scaillet, O. |
| Institutions: | Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Number 2000-04 |
| Source: |
Persistent link: https://www.econbiz.de/10005341588