VaR Performance Criterion (VPC): A Performance Measure for Evaluating Value-at-Risk Models
ISBN
978-0-07-161513-6
Type
book section
Date Issued
2009
Author(s)
Editor(s)
Gregoriou, Greg N.
Language
English
HSG Classification
contribution to scientific community
Refereed
No
Book title
The VaR Implementation Handbook
Publisher
McGraw-Hill Professional
Publisher place
Maidenhead
Start page
105
End page
119
Pages
15
Subject(s)
Eprints ID
216832