Title of article

VaR: The state of play

Author/Authors

Neil D. Pearson، نويسنده , , Charles Smithson، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 2002

Pages

15

From page

175

To page

189

Keywords

Stress testing , Backtesting , Value-at-Risk , Rbh measurement

Journal title

Review of Financial Economics

Serial Year

2002

Journal title

Review of Financial Economics

Record number

231244