An Empirical Comparison among VaR Models and Time Rules with Elliptical and Stable Distributed Returns
-
Article InfoVolume 3 2006, Issue #3
- 397 Views
-
88 Downloads
Close
Investment Management and Financial Innovations
-
Home
-
Journals
-
Investment Management and Financial Innovations
-
Issue #3
- An Empirical Comparison among VaR Models and Time Rules with Elliptical and Stable Distributed Returns