Value-at-Risk levels implied by risk estimators drawn from historical data

Herzberg F (2010)
Journal of Risk Model Validation 4(3): 3-26.

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Zeitschriftenaufsatz | Veröffentlicht | Englisch
Erscheinungsjahr
Zeitschriftentitel
Journal of Risk Model Validation
Band
4
Zeitschriftennummer
3
Seite
3-26
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Herzberg F. Value-at-Risk levels implied by risk estimators drawn from historical data. Journal of Risk Model Validation. 2010;4(3):3-26.
Herzberg, F. (2010). Value-at-Risk levels implied by risk estimators drawn from historical data. Journal of Risk Model Validation, 4(3), 3-26.
Herzberg, F. (2010). Value-at-Risk levels implied by risk estimators drawn from historical data. Journal of Risk Model Validation 4, 3-26.
Herzberg, F., 2010. Value-at-Risk levels implied by risk estimators drawn from historical data. Journal of Risk Model Validation, 4(3), p 3-26.
F. Herzberg, “Value-at-Risk levels implied by risk estimators drawn from historical data”, Journal of Risk Model Validation, vol. 4, 2010, pp. 3-26.
Herzberg, F.: Value-at-Risk levels implied by risk estimators drawn from historical data. Journal of Risk Model Validation. 4, 3-26 (2010).
Herzberg, Frederik. “Value-at-Risk levels implied by risk estimators drawn from historical data”. Journal of Risk Model Validation 4.3 (2010): 3-26.

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