Author: Hamidieh Kamal Ensor Katherine Bennett
Publisher: Henry Stewart Publications
ISSN: 1752-8887
Source: Journal of Risk Management in Financial Institutions, Vol.3, Iss.4, 2010-01, pp. : 380-391
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
By Britten-Jones M. M. Schaefer S.
European Finance Review, Vol. 2, Iss. 2, 1998-01 ,pp. :
Comment on `Non-Linear Value-at-Risk'
By Wiener Z.
European Finance Review, Vol. 2, Iss. 2, 1998-01 ,pp. :
Comment on `Non-Linear Value-at-Risk'
By Wiener Z.
European Finance Review, Vol. 2, Iss. 2, 1998-01 ,pp. :
Probability-unbiased Value-at-Risk estimators
By Francioni Ivo Herzog Florian
Quantitative Finance, Vol. 12, Iss. 5, 2012-05 ,pp. :