Prediction and assessment of multivariate asset price distributions with applications to value at risk

Bedendo, M.
Hodges, S.
Economic and Social Research Council (ESRC), Swindon (United Kingdom)

Publication date

January 2001

Abstract

Period of award 2.5 yearsSIGLEAvailable from British Library Document Supply Centre-DSC:3739.0605(022250134) / BLDSC - British Library Document Supply CentreGBUnited Kingdo

Extracted data

We use cookies to provide a better user experience.

Data Protection

Prediction and assessment of multivariate asset price distributions with applications to value at risk

Abstract

Extracted data

Prediction and assessment of multivariate asset price distributions with applications to value at risk

Abstract

Extracted data

Related items

Related items