The value of value at risk: statistical, financial, and regulatory considerations (summary)
Year of publication: |
1998
|
---|---|
Authors: | Danielsson, Jon ; Vries, Casper G. de ; Jorgensen, Bjorn N. |
Published in: |
Economic Policy Review. - Federal Reserve Bank of New York. - 1998, Oct, v.4, no.3, p. 107-108
|
Publisher: |
Federal Reserve Bank of New York |
Subject: | Risk | Forecasting |
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