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Works matching IS 10741240 AND DT 1997 AND VI 4 AND IP 3

Results: 5

1

BANK CAPITAL AND VALUE AT RISK.

Published in:

Journal of Derivatives, 1997, v. 4, n. 3, p. 73, doi. 10.3905/jod.1997.407972

By:

Jackson, Patricia;
Maude, David J.;
Perraudin, William

Publication type:

Article

2

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

By:

Marshall, Chris;
Siegel, Michael

Publication type:

Article

3

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

By:

Boudoukh, Jacob;
Richardson, Matthew;
Whitelaw, Robert F.

Publication type:

Article

4

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

By:

Alexander, C. O.;
Leigh, C. T.

Publication type:

Article

5

AN VERVIEW OF VALUE AT RISK.

Published in:

Journal of Derivatives, 1997, v. 4, n. 3, p. 7, doi. 10.3905/jod.1997.407971

By:

Duffie, Darrell;
Jun Pan

Publication type:

Article