The Use of Ratios to Compare Volatilities and VaRs
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Publication:3543748
DOI10.1080/03610910802361341zbMath1153.62368MaRDI QIDQ3543748
Publication date: 4 December 2008
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610910802361341
62P05: Applications of statistics to actuarial sciences and financial mathematics
62E15: Exact distribution theory in statistics
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