On the appropriateness of inappropriate VaR models

Author: Härdle Wolfgang  

Publisher: Springer Publishing Company

ISSN: 0002-6018

Source: Allgemeines Statistisches Archiv, Vol.90, Iss.2, 2006-06, pp. : 273-297

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