Value-at-risk in a market subject to regime switching

Quantitative Finance 2007 / 12 Vol. 7; Iss. 6

Value-at-risk in a market subject to regime switching

Kawata, Ryohei, Kijima, Masaaki
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
7
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697680601161795
Date:
December, 2007
File:
PDF, 270 KB
english, 2007
Conversion to is in progress
Conversion to is failed