Uncertainty in value-at-risk estimates under parametric and non-parametric modeling
| Year of publication: |
2006
|
|---|---|
| Authors: | Aussenegg, Wolfgang ; Miazhynskaia, Tatiana |
| Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1555-4961, ZDB-ID 20524808. - Vol. 20.2006, 3, p. 243-264
|