Sensitivity analysis of Values at Risk
| Year of publication: |
2000
|
|---|---|
| Authors: | Gourieroux, C. ; Laurent, J.P. ; Scaillet, O. |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 7.2000, 3, p. 225-246
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