Work

Beyond the VaR

Year: 2001

Type: article

Source: The Journal of Derivatives

DOI: 10.3905/jod.2001.319161

Author: François M. Longin

Institutions: École Supérieure des Sciences Économiques et Commerciales, ESSEC Business School

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2083103277

FWCI: 3.407

Cites: 23

Cited by: 49

Related to: 10