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Evaluation of value-at-risk models using historical data
Hendricks, Darryll - In: Economic policy review 2 (1996) 1, pp. 39-69
Persistent link: https://www.econbiz.de/10001218934
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Evaluation of value-at-risk models using historical data
Hendricks, Darryll - In: Economic policy review 2 (1996) 1, pp. 39-69
Persistent link: https://www.econbiz.de/10009921327
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Bank capital requirements for market risk : the internal models approach
Hendricks, Darryll - In: Economic policy review 3 (1997) 4, pp. 1-12
Persistent link: https://www.econbiz.de/10001232198
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Bank capital requirements for market risk : the internal models approach
Hendricks, Darryll; Hirtle, Beverly J. - In: Economic policy review 3 (1997) 4, pp. 1-12
Persistent link: https://www.econbiz.de/10009921343