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.
Revue:
Journal of Economic Surveys

ISSN: 0950-0804 1467-6419

Année de publication: 2009

Volumen: 23

Número: 5

Pages: 850-855

Type: Article

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

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