Sensitivity analysis of Values at Risk
Year of publication: |
2000
|
---|---|
Authors: | Gourieroux, C. ; Laurent, J. P. ; Scaillet, O. |
Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 7.2000, 3-4, p. 225-245
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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