A detailed comparison of value at risk estimates

  1. Abad, P.
  2. Benito, S.
Journal:
Mathematics and Computers in Simulation

ISSN: 0378-4754

Year of publication: 2013

Volume: 94

Pages: 258-276

Type: Article

DOI: 10.1016/J.MATCOM.2012.05.011 GOOGLE SCHOLAR