1 research outputs found
The Promise and the Peril of Parametric Value-at-Risk (VaR) Analysis
- Author
- &
- &
- &
- &
- -Tai Fang
- ? Fran�ois Longin &
- A
- A Global
- Alexander Mcneil
- Allen See
- Allen See
- Allen See
- Andrew See
- Basel
- Basel Ii
- Basel See
- Benoit B
- Benoit Mandelbrot
- Benoit Mandelbrot
- Boudoukh &
- Brunnermeier See
- C C Heyde
- C Robert
- Campbell
- Campbell
- Campbell
- Carlo See Generally
- Daniel A Farber
- David Einhorn
- E G See
- E G See
- E G See
- E G See
- E G See
- E G See
- E G See
- E G See
- Eckhard Limpert
- Eugene F Fama
- Eugene F Fama
- Felipe M Aparicio
- Felix B Chang
- Five �sterreichische Nationalbank
- Francis X Diebold
- G Winfried
- Geert Bekaert
- H William
- Hal Forsey
- I D See
- Id
- Id
- Id
- Id
- Id
- Id
- Id
- Id
- Id
- Id
- Id
- Id
- J See
- James A Xiong &
- James Ming Chen
- James Ming See Generally
- Jeremy See Generally
- Joel Owen &
- John Drzik
- John Maynard Keynes
- John P See
- John See
- Jonathan R Macey
- Julia Lynn Wirch
- Kevin See
- Kevin See
- Kolmogorov
- Linda Allen
- Linda O See Generally
- Linda See
- Markus See
- Martin L Weitzman
- N E Day
- N L See
- N Smirnov
- Nassim Nicholas Taleb
- Nicolas See Generally
- Olav See
- P Malcolm
- P Malcolm
- Paul See Generally
- Peter Conti-Brown
- Philippe Jorion
- Phillipe Artzner
- Pornchai Chunhachinda
- R See
- Rob Bauer
- Robert C Merton
- Robert F Engle
- Robert G Mogull
- See
- See Benoit Mandelbrot
- See Carmen Fern�ndez &
- See Charles
- See Daigee Shaw
- See Douglas
- See Eugene
- See Eugene
- See Fama
- See Fama
- See Gary Chamberlain
- See Id
- See Johanna
- See Juan Salazar &
- See J�n Dan�elsson &
- See Kenneth
- See Markus Brunnermeier &
- See Peter
- See Ruey
- See Steven
- See Tilmann Gneiting
- See Whitehead
- See Whitehead
- See William
- See Zeyu Zheng
- See Zinoviy
- Ser-Huang Poon &
- Sheppard See
- Simon Benninga &
- Stephen Portnoy
- Timotheos Angelidis
- U S C
- Uncertainty Farber
- Uncertainty Farber
- V Viral
- V Viral
- V Viral
- Vikentia Provizionatou
- Whitehead
- William Cf
- William F Sharpe
- Ziegel
- Ziegel
- Ziegel
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2015
- Field of study
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