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.
Revue:
ACRN Journal of Finance and Risk Perspectives

ISSN: 2305-7394

Année de publication: 2022

Volumen: 11

Número: 1

Pages: 79-104

Type: Article

DOI: 10.35944/JOFRP.2022.11.1.005 GOOGLE SCHOLAR lock_openAccès ouvert editor
La source de données: Scopus