Backtesting value at risk estimation with non gaussian marginals

MICOCCI, MARCO;MASALA, GIOVANNI BATISTA
2004-01-01

2004
Inglese
Proceedings of the IME 2004 International Congress
IME 2004 International Congress
2004
Roma
internazionale
4 Contributo in Atti di Convegno (Proceeding)::4.1 Contributo in Atti di convegno
Micocci, Marco; Masala, GIOVANNI BATISTA
273
2
4.1 Contributo in Atti di convegno
none
info:eu-repo/semantics/conferenceObject
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