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| Chapter title |
On the Accuracy of VaR Estimates Based on the Variance-Covariance Approach
|
|---|---|
| Chapter number | 11 |
| Book title |
Risk Measurement, Econometrics and Neural Networks
|
| Published by |
Physica, Heidelberg, January 1998
|
| DOI | 10.1007/978-3-642-58272-1_11 |
| Book ISBNs |
978-3-79-081152-0, 978-3-64-258272-1
|
| Authors |
Rakhal D. Davé, Gerhard Stahl, Davé, Rakhal D., Stahl, Gerhard |