When swans are grey: VaR as an early warning signal

Author: Satchkov Daniel  

Publisher: Henry Stewart Publications

ISSN: 1752-8887

Source: Journal of Risk Management in Financial Institutions, Vol.3, Iss.4, 2010-01, pp. : 366-379

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract