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
Available on ECCH
No