Value-at-risk levels implied by risk estimators drawn from historical data
Frederik S. Herzberg
| Year of publication: |
2010
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| Authors: | Herzberg, Frederik Stefan |
| Published in: |
The journal of risk model validation. - London : Risk Journals, ISSN 1753-9579, ZDB-ID 23167646. - Vol. 4.2010/11, 3, p. 3-26
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| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009911497