Testing and comparing Value-at-Risk measures
| Year of publication: |
2001
|
|---|---|
| Authors: | Christoffersen, Peter ; Hahn, Jinyong ; Inoue, Atsushi |
| Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 8.2001, 3, p. 325-342
|
| Publisher: |
Elsevier |