The Value of Value at Risk: Statistical, Financial, and Regulatory Considerations
Download paperDanielsson, J., B. N. Jorgensen, and C. G. de Vries (1998). The value of value at risk: Statistical, financial, and regulatory considerations. Economic Policy Review 4(3).
@article{DanielssonJorgensenVries1998ww,
title={The Value of Value at Risk: Statistical, Financial, and Regulatory Considerations},
journal={Economic Policy Review},
volume=4,
number=3,
year=1998,
author={J{\'o}n Dan{\'i}elsson and B. N. Jorgensen and C. G. de Vries},
url={https://ssrn.com/abstract=1029663}
}