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~accessRights:"restricted"
~isPartOf:"Quantitative finance"
~person:"Lichtner, Mark"
~subject:"CAPM"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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How to choose the return model for market risk? : getting towards a right magnitude of stressed VaR
Lichtner, Mark
- In:
Quantitative finance
19
(
2019
)
8
,
pp. 1391-1407
Persistent link: https://www.econbiz.de/10012194794
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