Showing 1 - 4 of 4
Persistent link: https://www.econbiz.de/10009304798
Persistent link: https://www.econbiz.de/10009304050
volatility. It also achieves perfect coverage (95 %) and the highest correlation between risk measure and absolute value of the …
Persistent link: https://www.econbiz.de/10005036597
Persistent link: https://www.econbiz.de/10010364178