Sensitivity analysis of Values at Risk
Christian Gourieroux,
J. P. Laurent and
Olivier Scaillet
Journal of Empirical Finance, 2000, vol. 7, issue 3-4, 225-245
Date: 2000
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Working Paper: Sensitivity Analysis of Values at Risk (2000) 
Working Paper: Sensitivity Analysis of Values at Risk (2000) 
Working Paper: Sensitivity Analysis of Values at Risk (2000) 
Working Paper: Sensitivity analysis of values at risk (2000)
Working Paper: Sensitivity analysis of Values at Risk (2000)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:empfin:v:7:y:2000:i:3-4:p:225-245
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