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Value at Risk Using the Factor ARCH Model

Research output: Contribution to conferencePaperResearch

  • Charlotte Christiansen, Denmark
Original languageEnglish
Publication year2000
Publication statusPublished - 2000
EventSymposium on Asset Allocation and Value-at-Risk, January -
Duration: 18 Dec 2010 → …

Conference

ConferenceSymposium on Asset Allocation and Value-at-Risk, January
Period18/12/2010 → …

    Research areas

  • HHÅ forskning

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ID: 32330105