Work

The Riskmetrics 2006 Methodology

Year: 2009

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1420185

Author: Gilles Zumbach

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1520340355

Cites: 15

Cited by: 93

Related to: 10