Work

Evaluation of Value-at-Risk Models Using Historical Data

Year: 2007

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1028807

Author: Darryll Hendricks

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2123656808

Cites: 24

Cited by: 249

Related to: 10