Browsing by Subject Dynamic VaR
Showing results 3 to 3 of 3
< previous
Issue Date | Title | Sub-Title | Author(s) | Journal Name | Volume Number | Issue Number | Pages |
---|---|---|---|---|---|---|---|
2008 | Conditional VaR using EVT: towards a planned margin scheme | - | Ritolia, Gopal ; Bhattacharyya, Malay | International Review of Financial Analysis | Vol.17 | Iss.2 | 382-395p. |