Mark to market value at risk
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Publication:1739653
DOI10.1016/J.JECONOM.2018.09.017zbMath1452.62751OpenAlexW2895316051WikidataQ129130404 ScholiaQ129130404MaRDI QIDQ1739653
Zhi-Cheng Wang, Zhengjun Zhang, Yu Chen
Publication date: 26 April 2019
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2018.09.017
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)
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Cites Work
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