VaR modelling on long run horizons (Q2487620)
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scientific article; zbMATH DE number 2193694
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | VaR modelling on long run horizons |
scientific article; zbMATH DE number 2193694 |
Statements
VaR modelling on long run horizons (English)
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8 August 2005
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0.7827590703964233
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0.7714365124702454
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0.7708577513694763
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