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Title: An Evaluation Framework for Alternative VaR Models
Author(s): Bams, D.
Lehnert, T. (242832016)
Wolff, C.C.P. (075084880)
Publication year: 2005
Document type: Article / Letter to editor
Journal: Journal of International Money and Finance
ISSN: 0261-5606
Volume: vol. 24
Issue: iss. 6
Start page: p. 944
End page: p. 958
Related link(s): http://dx.doi.org/10.1016/j.jimonfin.2005.05.004
Subject: Other research
Subject: Onderzoek overig
Organization: Financiele Economie
Appears in Collections:Academic bibliography

Please use this identifier to cite or link to this item: http://hdl.handle.net/2066/46214

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