The ten commandments for managing value at risk under the basel II accord
- Jiménez-Martín, J.-Á.
- McAleer, M.
- Pérez-Amaral, T.
ISSN: 0950-0804, 1467-6419
Year of publication: 2009
Volume: 23
Issue: 5
Pages: 850-855
Type: Article
Journal:
Journal of Economic Surveys