Accurate of var calculated using empirical models of the term structure

  1. Abad, P.
  2. Benito, S.
Journal:
International Journal of Theoretical and Applied Finance

ISSN: 0219-0249

Year of publication: 2009

Volume: 12

Issue: 6

Pages: 811-832

Type: Article

DOI: 10.1142/S0219024909005476 GOOGLE SCHOLAR
Data source: Scopus