Risk2: Measuring the Risk in Value at Risk-Reference-Cited by-同舟云学术

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Risk2: Measuring the Risk in Value at Risk

Published:1996-11 Issue:6 Volume:52 Page:47-56
ISSN:0015-198X
Container-title:Financial Analysts Journal
language:en
Short-container-title:Financial Analysts Journal

Author:

Jorion Philippe¹

Affiliation:

1. Philippe Jorion is a professor of finance at the Graduate School of Management at the University of California at Irvine.

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance,Accounting

Link

https://www.tandfonline.com/doi/pdf/10.2469/faj.v52.n6.2039

Reference7 articles.

1. VAR: Seductive but Dangerous

2. ARCH modeling in finance

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