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A robust VaR model under different time periods and weighting schemes
Angelidis, Timotheos
;
Benos, Alexandros Vassiliou
; …
- In:
Review of quantitative finance and accounting
28
(
2007
)
2
,
pp. 187-201
Persistent link: https://www.econbiz.de/10003492794
Saved in:
2
A robust VaR model under different time periods and weighting schemes
Angelidis, Timotheos
;
Benos, Alexandros
;
Degiannakis, …
- In:
Review of quantitative finance and accounting
28
(
2007
)
2
,
pp. 187-202
Persistent link: https://www.econbiz.de/10007590634
Saved in:
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