Work

Value at Risk

Year: 2010

Type: book-chapter

Source: Elsevier eBooks

DOI: 10.1016/b978-0-444-50897-3.50013-4

Authors: Christian Gourieroux, Joann Jasiak

Institutions: University of Toronto, York University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2289285309

FWCI: 6.15

Cites: 107

Cited by: 24

Related to: 10