Evaluating value-at-risk models with desk-level data

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  • Jeremy Berkowitz, University of Houston, United States
  • Peter Christoffersen, Denmark
  • Denis Pelletier, North Carolina State University, United States

Original languageEnglish
JournalManagement Science
Volume57
Issue12
Pages (from-to)2213-2227
ISSN0025-1909
DOIs
Publication statusPublished - 2011

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