MODEL RISK IN VaR ESTIMATION: AN EMPIRICAL STUDY

International Journal of Information Technology & Decision Making 2006 / 09 Vol. 5; Iss. 3

MODEL RISK IN VaR ESTIMATION: AN EMPIRICAL STUDY

YAO, JING, LI, ZHONG-FEI, NG, KAI W.
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Volume:
5
Language:
english
Journal:
International Journal of Information Technology & Decision Making
DOI:
10.1142/S021962200600209X
Date:
September, 2006
File:
PDF, 221 KB
english, 2006
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