Accurate of var calculated using empirical models of the term structure
- Abad, P.
- Benito, S.
ISSN: 0219-0249
Argitalpen urtea: 2009
Alea: 12
Zenbakia: 6
Orrialdeak: 811-832
Mota: Artikulua
Aldizkaria:
International Journal of Theoretical and Applied Finance