Value-at-risk forecasts with conditional volatility for structured products
Fen-Ying Chen
| Year of publication: |
2011
|
|---|---|
| Authors: | Chen, Fen-ying |
| Published in: |
The journal of risk model validation. - London : Risk Journals, ISSN 1753-9579, ZDB-ID 23167646. - Vol. 5.2011, 3, p. 45-69
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009911506