Value-at-risk for long and short trading positions

P. Giot; S. Laurent

Year of publication:	2001
Authors:	Giot, Pierre ; Laurent, Sébastien
Publisher:	Maastricht
Subject:	Wertpapierhandel \| Securities trading \| ARCH-Modell \| ARCH model \| Aktienindex \| Stock index \| Theorie \| Theory \| Deutschland \| Germany \| Frankreich \| France \| Japan \| Schweiz \| Switzerland \| USA \| United States \| Risikomaß \| Risk measure \| Statistische Verteilung \| Statistical distribution \| 1984-2000

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