"Alternative Approximations to Value-At-Risk: A Comparison."

Donald Lien, Xiaobin Yang, Keying Ye (2014)

> Home

Details and statistics

DOI: 10.1080/03610918.2012.756911

access: closed

type: Journal Article

metadata version: 2024-10-06

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/cssc/LienYY14
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/cssc/LienYY14
Donald Lien, Xiaobin Yang, Keying Ye:
Alternative Approximations to Value-At-Risk: A Comparison. Commun. Stat. Simul. Comput. 43(10): 2225-2240 (2014)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.