Conference Paper
Evaluation of value-at-risk models using historical data
Keywords: Risk;
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)
Authors
Bibliographic Information
Provider: Federal Reserve Bank of Chicago
Part of Series: Proceedings
Publication Date: 1996
Number: 512
Pages: 334-362