UNIGE document Scientific Article
previous document  unige:41855  next document
add to browser collection
Title

Sensitivity analysis of values at risk

Authors
Gourieroux, Christian
Laurent, Jean-Paul
Published in Journal of Empirical Finance. 2000, vol. 7, no. 3, p. 225-245
Identifiers
Full text
Structures
Citation
(ISO format)
GOURIEROUX, Christian, LAURENT, Jean-Paul, SCAILLET, Olivier. Sensitivity analysis of values at risk. In: Journal of Empirical Finance, 2000, vol. 7, n° 3, p. 225-245. https://archive-ouverte.unige.ch/unige:41855

357 hits

733 downloads

Update

Deposited on : 2014-11-16

Export document
Format :
Citation style :