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~person:"Lautier, Jackson P."
~person:"Maude, David J."
~subject:"Estimation"
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Lautier, Jackson P.
Maude, David J.
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Perraudin, William R. M.
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Quarterly bulletin / Bank of England
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Testing value-at-risk approaches to capital adequacy
Jackson, Patricia
- In:
Quarterly bulletin / Bank of England
38
(
1998
)
3
,
pp. 256-265
Persistent link: https://www.econbiz.de/10001244660
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2
Bank capital and value at risk
Jackson, Patricia
- In:
The journal of derivatives : the official publication …
4
(
1997
)
3
,
pp. 73-89
Persistent link: https://www.econbiz.de/10001218928
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