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~isPartOf:"Journal of empirical finance"
~language:"eng"
~person:"Bali, Turan G."
~person:"Georgarakos, Dimitris"
~person:"Pelizzon, Loriana"
~person:"Scaillet, Olivier"
~subject:"Risk management"
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Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 225-245
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