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Value-at-Risk: a multivariate switching regime approach
Billio, Monica; Pelizzon, Loriana - In: Journal of empirical finance 7 (2000) 5, pp. 531-554
Persistent link: https://www.econbiz.de/10001545287
Cover Image
Value-at-Risk: a multivariate switching regime approach
Billio, Monica; Pelizzon, Loriana - In: Journal of empirical finance 7 (2000) 5, pp. 531-554
Persistent link: https://www.econbiz.de/10007240709
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"On the (Ab)use of Omega?"
Caporin, Massimiliano; Costola, Michele; Jannin, Gregory; … - In: Journal of empirical finance 46 (2018), pp. 11-33
Persistent link: https://www.econbiz.de/10012103452