Showing 1 - 4 of 4
Purpose Value at risk (VaR) is a market risk measure widely used by risk managers and market regulatory authorities, and various methods are proposed in the literature for its estimation. However, limited studies discuss its distribution or its confidence intervals. The purpose of this paper is...
Persistent link: https://www.econbiz.de/10015013942
Persistent link: https://www.econbiz.de/10011722562
Persistent link: https://www.econbiz.de/10014335733
Persistent link: https://www.econbiz.de/10014302343