The performance of value-at-risk models during the crisis
Jimmy Skoglund; Donald Erdman; Wei Chen
| Year of publication: |
2010
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|---|---|
| Authors: | Skoglund, Jimmy ; Erdman, Donald ; Chen, Wei |
| Published in: |
The journal of risk model validation. - London : Risk Journals, ISSN 1753-9579, ZDB-ID 23167646. - Vol. 4.2010/11, 1, p. 3-21
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009911489