Work

Value-at-Risk Analysis of Stock Returns Historical Simulation,Variance Techniques or Tail Index Estimation?

Year: 1999

Type: preprint

Source: RePEc: Research Papers in Economics

Authors: Rob van den Goorbergh, Peter Vlaar

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2118138521

Cites: 11

Cited by: 49

Related to: 10