Evaluating Value at Risk Methodologies: Accuracy versus Computational Time

• 1 January 1997
• journal article
• Published by Springer Nature in Journal of Financial Services Research
• Vol. 12  (2/3) , 201-242
• https://doi.org/10.1023/a:1007978820465

Abstract

Keywords

• RISK METHODOLOGIES
• ACCURACY VERSUS COMPUTATIONAL
• VALUE AT RISK
• TIME RECENT
• DIFFERENT METHODS
• ARTICLE EXAMINES
• WIDELY VARYING
• SIX VAR
• GENERATE WIDELY

All Related Versions

• Version 1, RePEc (Unconfirmed version)