The ten commandments for managing value at risk under the basel II accord

  1. Jiménez-Martín, J.-Á.
  2. McAleer, M.
  3. Pérez-Amaral, T.
Journal:
Journal of Economic Surveys

ISSN: 0950-0804 1467-6419

Year of publication: 2009

Volume: 23

Issue: 5

Pages: 850-855

Type: Article

DOI: 10.1111/J.1467-6419.2009.00590.X GOOGLE SCHOLAR

Sustainable development goals