Why VAR Fails: Long Memory and Extreme Events in Financial...

  • Main
  • 2004
  • Why VAR Fails: Long Memory and Extreme Events in Financial...
SSRN Electronic Journal 2004

Why VAR Fails: Long Memory and Extreme Events in Financial Markets

Los, Cornelis A.
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?
Year:
2004
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.630668
File:
PDF, 531 KB
english, 2004
Conversion to is in progress
Conversion to is failed