Market Risk Measurement Models: Estimation of Volatility and Correlation
Data and Resources
Additional Info
| Field | Value |
|---|---|
| Source | ISSN: 2101-9304 |
| Author | Mouallim, Isam, Viviani, Jean-Laurent |
| Maintainer | CCSD |
| Last Updated | May 8, 2026, 00:08 (UTC) |
| Created | May 8, 2026, 00:08 (UTC) |
| Identifier | halshs-00912610 |
| Language | en |
| contributor | PRO BTP Finance (pro btp finance) ; PRO BTP Finance |
| creator | Mouallim, Isam |
| date | 2013-05-08T00:00:00 |
| harvest_object_id | 568ab265-c5ac-45b6-b4a1-0715a101e9d6 |
| harvest_source_id | 3374d638-d20b-4672-ba96-a23232d55657 |
| harvest_source_title | test moissonnage SELUNE |
| metadata_modified | 2024-03-20T00:00:00 |
| set_spec | type:ART |