Risk2: Measuring the Risk in Value at Risk
- 1 November 1996
- journal article
- Published by Taylor & Francis in CFA Magazine
- Vol. 52 (6) , 47-56
- https://doi.org/10.2469/faj.v52.n6.2039
Abstract
No abstract availableThis publication has 4 references indexed in Scilit:
- Techniques for Verifying the Accuracy of Risk Measurement ModelsThe Journal of Derivatives, 1995
- VAR: Seductive but DangerousCFA Magazine, 1995
- ARCH modeling in financeJournal of Econometrics, 1992
- Kernel Quantile EstimatorsJournal of the American Statistical Association, 1990