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Risk Model-at-Risk

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https://hal-univ-paris10.archives-ouvertes.fr/hal-01386003
Contributor : Administrateur Hal Nanterre <>
Submitted on : Saturday, October 22, 2016 - 3:40:43 PM
Last modification on : Tuesday, November 19, 2019 - 9:28:39 AM

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  • HAL Id : hal-01386003, version 1

Citation

Christophe Boucher, Jon Danielsson, Patrick Kouontchou, Bertrand Maillet. Risk Model-at-Risk. Journal of Banking and Finance, Elsevier, 2014, 44. ⟨hal-01386003⟩

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