A New Approach to Comparing VaR Estimation Methods

Gespeichert in:

Autor*in:	Pérignon, Christophe [verfasserIn] Smith, Daniel R.

Format:	Artikel

Erschienen:	2008

Umfang:	13

Übergeordnetes Werk:	Enthalten in: The journal of derivatives - New York, NY : Pageant Media Ltd., 1993, 16(2008), 2, Seite 54-66
Übergeordnetes Werk:	volume:16 ; year:2008 ; number:2 ; pages:54-66 ; extent:13

Katalog-ID:	OLC1805752545

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