Conference Paper
Evaluation of value-at-risk models using historical data
Status: Published in Conference on Bank Structure and Competition (1996 : 32rd) ; Risk measurement and systemic risk: joint central bank research conference (1995: November 16-17)
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https://fraser.stlouisfed.org/title/bank-structure-conference-9866/rethinking-bank-regulation-regulators-724432?page=344
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Bibliographic Information
Provider: Federal Reserve Bank of Chicago
Part of Series: Proceedings
Publication Date: 1996
Number: 512
Pages: 334-362