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Mihailescu, Laurent̜iu
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Mihailescu, Laurenţiu
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
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A sequential method for the evaluation of the VaR model based on the run between exceedances
Mihailescu, Laurent̜iu
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
88
(
2004
)
1
,
pp. 51-72
Persistent link: https://www.econbiz.de/10001967136
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A sequential method for the evaluation of the VaR model based on the run between exceedancers
Mihailescu, Laurenţiu
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2003
Persistent link: https://www.econbiz.de/10001762989
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