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Value-at-Risk Using the Factor-ARCH Model

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

1998.

Research output: Working paperResearch

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Christiansen, Charlotte Value-at-Risk Using the Factor-ARCH Model. 1998.,

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Christiansen, Charlotte. / Value-at-Risk Using the Factor-ARCH Model. 1998.

Bibtex

@techreport{6b9f038024fd11da834f000ea68e967b,
title = "Value-at-Risk Using the Factor-ARCH Model",
keywords = "HH{\AA} forskning, HH{\AA} forskning",
author = "Charlotte Christiansen",
year = "1998",
language = "English",
type = "WorkingPaper",

}

RIS

TY - UNPB

T1 - Value-at-Risk Using the Factor-ARCH Model

AU - Christiansen, Charlotte

PY - 1998

Y1 - 1998

KW - HHÅ forskning

KW - HHÅ forskning

M3 - Working paper

BT - Value-at-Risk Using the Factor-ARCH Model

ER -