The Value of Value at Risk: Statistical, Financial, and Regulatory Considerations
Download paperDaníelsson, 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, author = {J{\'o}n Dan{\'i}elsson and B. N. Jorgensen and C. G. de Vries}, title = {The Value of Value at Risk: Statistical, Financial, and Regulatory Considerations}, journal = "Economic Policy Review", volume = {4}, number = {3}, year = 1998, url = {https://ssrn.com/abstract=1029663}, }
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