Value at risk from econometric models and implied from currency options

James Chong

Year of publication:	2004
Authors:	Chong, James
Published in:	Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 23.2004, 8, p. 603-620
Subject:	Währungsderivat \| Currency derivative \| Prognoseverfahren \| Forecasting model \| ARCH-Modell \| ARCH model \| Risikomaß \| Risk measure \| Ökonometrisches Modell \| Econometric model

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