Work

Risk Capital and VaR

Year: 1999

Type: article

Source: The Journal of Derivatives

DOI: 10.3905/jod.1999.319145

Author: Paul H. Kupiec

Institution: Freddie Mac (United States)

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1990680106

FWCI: 5.424

Cites: 14

Cited by: 40

Related to: 10