Range-based models in estimating value-at-risk (VaR)
Nikkin L. Beronilla and Dennis S. Mapa
Year of publication: |
2008
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Authors: | Beronilla, Nikkin L. ; Mapa, Dennis S. |
Published in: |
The Philippine review of economics : a joint publication of the University of the Philippines, School of Economics and the Philippine Economic Society. - Quezon City, ISSN 1655-1516, ZDB-ID 20442245. - Vol. 45.2008, 2, p. 87-99
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