Work

Regulatory evaluation of value-at-risk models

Year: 1998

Type: article

Source: The Journal of Risk

DOI: 10.21314/jor.1999.005

Author: Jose Lopez

Institution: Federal Reserve

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2784613697

FWCI: 13.34

Cites: 22

Cited by: 157

Related to: 10