Reference : Modélisation de la Value at Risk:une évaluation du modèle Riskmetrics
Books : Book published as author, translator, etc.
Business & economic sciences : Finance
http://hdl.handle.net/10993/9120
Modélisation de la Value at Risk:une évaluation du modèle Riskmetrics
French
Terraza, Virginie mailto [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Center for Research in Economic Analysis (CREA) >]
2010
Editions universitaires européennes
383
978-613-1-53610-6
Sarrebruck
Allemagne
[en] Value at Risk ; méthodes paramétriques ; modèles ARCH
Researchers ; Professionals ; Students
http://hdl.handle.net/10993/9120

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