Non-linear value-at-risk

Subject

Finance

Publishing details

in Galai D, Ruthenberg D, Sarnat M and Schreiber B eds., Risk Management and Regulation in Banking, Kluwer Academic Publishers, Boston, 1999

Authors / Editors

Britten-Jones M; Schaefer S M

Biographies

Publication Year

1999

Publication Research Centre

Institute of Finance and Accounting