Work

Value-at-Risk and Extreme Returns

Year: 2000

Type: article

Source: Annales d Économie et de Statistique

DOI: 10.2307/20076262

Authors: Danielsson, De Vries

Institutions: London School of Economics and Political Science, Erasmus University Rotterdam

Language: French

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Háskóli Íslands

OpenAlex ID: W2099208941

FWCI: 18.82

Cites: 28

Cited by: 331

Related to: 9