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

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Value at Risk Using the Factor-ARCH Model. / Christiansen, Charlotte.

In: Journal of Risk, Vol. 1, No. 2, 1999, p. 65-86.

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

Harvard

Christiansen, C 1999, 'Value at Risk Using the Factor-ARCH Model', Journal of Risk, vol. 1, no. 2, pp. 65-86.

APA

Christiansen, C. (1999). Value at Risk Using the Factor-ARCH Model. Journal of Risk, 1(2), 65-86.

CBE

Christiansen C. 1999. Value at Risk Using the Factor-ARCH Model. Journal of Risk. 1(2):65-86.

MLA

Vancouver

Christiansen C. Value at Risk Using the Factor-ARCH Model. Journal of Risk. 1999;1(2):65-86.

Author

Christiansen, Charlotte. / Value at Risk Using the Factor-ARCH Model. In: Journal of Risk. 1999 ; Vol. 1, No. 2. pp. 65-86.

Bibtex

@article{dee1d6100de011dcbee902004c4f4f50,
title = "Value at Risk Using the Factor-ARCH Model",
author = "Charlotte Christiansen",
year = "1999",
language = "English",
volume = "1",
pages = "65--86",
journal = "Journal of Risk",
issn = "1465-1211",
publisher = " Risk Publications",
number = "2",

}

RIS

TY - JOUR

T1 - Value at Risk Using the Factor-ARCH Model

AU - Christiansen, Charlotte

PY - 1999

Y1 - 1999

M3 - Journal article

VL - 1

SP - 65

EP - 86

JO - Journal of Risk

JF - Journal of Risk

SN - 1465-1211

IS - 2

ER -