Work

Non-Linear Value-at-Risk

Year: 1999

Type: article

Source: European Finance Review

DOI: 10.1023/a:1009779322802

Authors: Mark Britten-Jones, Stephen M. Schaefer

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2345317945

FWCI: 10.32

Cites: 8

Cited by: 98

Related to: 10