A REMARK CONCERNING VALUE-AT-RISK (Q3580183)
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scientific article; zbMATH DE number 5769229
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A REMARK CONCERNING VALUE-AT-RISK |
scientific article; zbMATH DE number 5769229 |
Statements
A REMARK CONCERNING VALUE-AT-RISK (English)
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11 August 2010
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value-at-risk
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Basel committee
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``factor 3'' rule
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``square root of time'' rule
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0.8990969
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0.87757957
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0.86800855
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