Open AccessRegulatory evaluation of value-at-risk models
Author(s) -
Jose A. Lopez
Publication year - 1998
Publication title -
the journal of risk
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.224
H-Index - 11
eISSN - 1755-2842
pISSN - 1465-1211
DOI - 10.21314/jor.1999.005
Subject(s) - complement (music) , econometrics , value at risk , capital requirement , computer science , binomial distribution , value (mathematics) , risk management , statistics , economics , mathematics , finance , machine learning , incentive , biochemistry , chemistry , complementation , microeconomics , gene , phenotype
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