Work

Stress Testing in a Value at Risk Framework

Year: 1998

Type: article

Source: The Journal of Derivatives

DOI: 10.3905/jod.1998.408008

Author: Paul H. Kupiec

Institution: Freddie Mac (United States)

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2726466593

FWCI: 8.889

Cites:

Cited by: 161

Related to: 10