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~isPartOf:"The journal of risk model validation"
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Value-at-risk levels implied by risk estimators drawn from historical data
Herzberg, Frederik
- In:
The journal of risk model validation
4
(
2010/11
)
3
,
pp. 3-26
Persistent link: https://www.econbiz.de/10008699886
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Value-at-risk levels implied by risk estimators drawn from historical data
Herzberg, Frederik Stefan
- In:
The journal of risk model validation
4
(
2010/11
)
3
,
pp. 3-26
Persistent link: https://www.econbiz.de/10009911497
Saved in:
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