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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Sensitivity analysis of var and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001812434
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2
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
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3
Forecasting budgetary deficits
Romijn, Gerbert
;
Eden, Holger van
-
1999
Persistent link: https://www.econbiz.de/10001428120
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