Risk models-at-risk

Academic journals

Publication Date
Journal of Banking & Finance
Publication Authors
Christophe M. Boucher
Jón Danielsson
Patrick S. Kouontchou
Bertrand B. Maillet

Christophe M. Boucher, Jón Daníelsson, Patrick S. Kouontchou, Bertrand B. Maillet (2014). Risk models-at-risk. Journal of Banking & Finance, Volume 44, Pages 72-92.

DOI: 10.1016/j.jbankfin.2014.03.019