The Use of Ratios to Compare Volatilities and VaRs (Q3543748): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1080/03610910802361341 / rank | |||
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| Property / cites work: Q3671491 / rank | |||
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| Property / cites work: Confidence regions for the ratio of percentiles / rank | |||
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| Property / cites work: Q5810209 / rank | |||
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Latest revision as of 22:04, 28 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Use of Ratios to Compare Volatilities and VaRs |
scientific article |
Statements
The Use of Ratios to Compare Volatilities and VaRs (English)
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4 December 2008
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ratio
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risk
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standard deviation risk
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value-at-risk
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