Value at Risk When Daily Changes in Market Variables are not Normally Distributed
نویسندگان
چکیده
منابع مشابه
Value at Risk When Daily Changes in Market Variables Are Not Normally Distributed
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ژورنال
عنوان ژورنال: The Journal of Derivatives
سال: 1998
ISSN: 1074-1240,2168-8524
DOI: 10.3905/jod.1998.407998