Value-at-Risk for long and short trading positions
| Authors: | GIOT, Pierre ; LAURENT, Sébastien |
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| Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
| Extent: | text/plain |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | In : Journal of Applied Econometrics, 18, 641-664, 2003. Number -1707 |
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| Other identifiers: | 10.1002/jae.710 [DOI] |
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Persistent link: https://www.econbiz.de/10010927349