A comparison of market risk measures from a twofold perspective: accurate and loss function

  1. Benito Muela, S.
  2. López-Martin, C.
  3. Arguedas-Sanz, R.
Journal:
ACRN Journal of Finance and Risk Perspectives

ISSN: 2305-7394

Year of publication: 2022

Volume: 11

Issue: 1

Pages: 79-104

Type: Article

DOI: 10.35944/JOFRP.2022.11.1.005 GOOGLE SCHOLAR lock_openOpen access editor
Data source: Scopus