A New Approach to Comparing VaR Estimation Methods
Data and Resources
Additional Info
| Field | Value |
|---|---|
| Source | ISSN: 1074-1240 |
| Author | Pérignon, Christophe, Smith, R.D. |
| Maintainer | CCSD |
| Last Updated | May 10, 2026, 00:39 (UTC) |
| Created | May 10, 2026, 00:39 (UTC) |
| Identifier | hal-00854087 |
| Language | en |
| contributor | Groupement de Recherche et d'Etudes en Gestion à HEC (GREGH) ; Ecole des Hautes Etudes Commerciales (HEC Paris)-Centre National de la Recherche Scientifique (CNRS) |
| creator | Pérignon, Christophe |
| date | 2008-12-01T00:00:00 |
| harvest_object_id | 77d7184d-af95-4331-af3d-b7fee8b8f23d |
| harvest_source_id | 3374d638-d20b-4672-ba96-a23232d55657 |
| harvest_source_title | test moissonnage SELUNE |
| metadata_modified | 2025-11-24T00:00:00 |
| relation | info:eu-repo/semantics/altIdentifier/doi/10.3905/JOD.2008.16.2.054 |
| set_spec | type:ART |