A new approach to comparing VaR estimation methods
Pèrignon, Christoph & Smith, Daniel (2008) A new approach to comparing VaR estimation methods. The Journal of Derivatives, Winter, pp. 54-66.
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|Item Type:||Journal Article|
|Keywords:||VaR Estimation methods, Statistical Methods, Risk managment, Investments|
|Subjects:||Australian and New Zealand Standard Research Classification > ECONOMICS (140000) > ECONOMETRICS (140300) > Econometric and Statistical Methods (140302)|
Australian and New Zealand Standard Research Classification > COMMERCE MANAGEMENT TOURISM AND SERVICES (150000) > BANKING FINANCE AND INVESTMENT (150200) > Investment and Risk Management (150205)
|Divisions:||Current > QUT Faculties and Divisions > QUT Business School|
Current > Schools > School of Economics & Finance
|Deposited On:||12 Feb 2010 22:47|
|Last Modified:||11 Aug 2011 02:57|
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