Department of Economics and Business Economics

Value at Risk Using the Factor-ARCH Model

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

  • School of Economics and Management
Original languageEnglish
JournalJournal of Risk
Volume1
Issue2
Pages (from-to)65-86
ISSN1465-1211
Publication statusPublished - 1999

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ID: 2423554