Title of article
Value-at-Risk: a multivariate switching regime approach
Author/Authors
Monica Billio، نويسنده , , Loriana Pelizzon، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2000
Pages
24
From page
531
To page
554
Keywords
Multivariate approach , Factors models , Value-at-Risk , Switching regime models
Journal title
Journal of Empirical Finance
Serial Year
2000
Journal title
Journal of Empirical Finance
Record number
130680
Link To Document