Improving value-at-risk estimates by combining kernel estimation
| Year of publication: |
1996
|
|---|---|
| Authors: | Butler, J.S. ; Schachter, Barry |
| Institutions: | Federal Reserve Bank of Chicago |
| Subject: | Risk |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Published in Conference on Bank Structure and Competition (1996 : 32rd) Number 513 363 pages long380 |
| Source: |
Persistent link: https://www.econbiz.de/10010724557