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VALUE AT RISK: IMPLEMENTING A RISK MEASUREMENT STANDARD.
- Published in:
- Journal of Derivatives, 1997, v. 4, n. 3, p. 91, doi. 10.3905/jod.1997.407975
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- Publication type:
- Article
BANK CAPITAL AND VALUE AT RISK.
- Published in:
- Journal of Derivatives, 1997, v. 4, n. 3, p. 73, doi. 10.3905/jod.1997.407972
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- Publication type:
- Article
INVESTIGATION OF A CLASS OF VOLATILITY ESTIMATORS.
- Published in:
- Journal of Derivatives, 1997, v. 4, n. 3, p. 63, doi. 10.3905/jod.1997.407973
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- Publication type:
- Article
ON THE COVARIANCE MATRICES USED IN VALUE AT RISK MODELS.
- Published in:
- Journal of Derivatives, 1997, v. 4, n. 3, p. 50, doi. 10.3905/jod.1997.407974
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- Publication type:
- Article
AN VERVIEW OF VALUE AT RISK.
- Published in:
- Journal of Derivatives, 1997, v. 4, n. 3, p. 7, doi. 10.3905/jod.1997.407971
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- Publication type:
- Article