Value-at-Risk for Long and Short Trading Positions

Journal of Applied Econometrics 2003 / 11-12 Vol. 18; Iss. 6

Value-at-Risk for Long and Short Trading Positions

Pierre Giot and Sébastien Laurent
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Volume:
18
Language:
english
Journal:
Journal of Applied Econometrics
DOI:
10.2307/30035365
Date:
November, 2003
File:
PDF, 2.65 MB
english, 2003
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