Value-at-Risk: a multivariate switching regime approach
| Year of publication: |
2000
|
|---|---|
| Authors: | Billio, Monica ; Pelizzon, Loriana |
| Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 7.2000, 5, p. 531-554
|
| Publisher: |
Elsevier |