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~isPartOf:"Economic notes : economic review of Banca Monte dei Paschi di Siena"
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Non-parametric VaR techniques : myths and realities
Barone-Adesi, Giovanni
;
Giannopoulos, Kostas
- In:
Economic notes : economic review of Banca Monte dei …
30
(
2001
)
2
,
pp. 167-181
Persistent link: https://www.econbiz.de/10001603710
Saved in:
2
PROCEEDINGS OF THE INTERNATIONAL CONFERENCE 'MANAGING CREDIT AND MARKET RISK. NEW TECHNIQUES FOR NEW SOURCES OF RISK' - Non-parametric VaR Techniques. Myths and Realities
Barone-Adesi, Giovanni
;
Giannopoulos, Kostas
- In:
Economic notes : economic review of Banca Monte dei …
30
(
2001
)
2
,
pp. 167-182
Persistent link: https://www.econbiz.de/10006038519
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