Open AccessThe Ten Commandments for Optimizing Value‐at‐Risk and Daily Capital Charges
Author(s) -
Michael McAleer
Publication year - 2011
Publication title -
library open repository (universidad complutense madrid)
Language(s) - English
Resource type - Book series
DOI - 10.1002/9781444391602.ch2
Subject(s) - volatility (finance) , econometrics , value (mathematics) , ten commandments , capital (architecture) , economics , regression , actuarial science , computer science , statistics , mathematics , history , political science , law , archaeology
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