Open AccessLong Memory Value-at-Risk for Longand Short Trading Positionsin the Korean Bond Index
Author(s) -
강상훈
Publication year - 2011
Publication title -
geumyung gonghak yeongu/geum'yung gonghag yeon'gu
Language(s) - English
Resource type - Journals
eISSN - 2713-7252
pISSN - 1738-124X
DOI - 10.35527/kfedoi.2011.10.4.009
Subject(s) - index (typography) , bond , value (mathematics) , value at risk , financial economics , business , economics , monetary economics , mathematics , computer science , risk management , statistics , finance , world wide web