Title of article
An evaluation framework for alternative VaR-models
Author/Authors
Dennis Bams، نويسنده , , Thorsten Lehnert، نويسنده , , Christian C.P. Wolff، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
15
From page
944
To page
958
Keywords
?ds: Value-at-Risk , Financial time series , GARCH , Estimation risk , Fat- distributions , Exchange rate positions
Journal title
Journal of International Money and Finance
Serial Year
2005
Journal title
Journal of International Money and Finance
Record number
191481
Link To Document