Sensitivity Analysis of Values at Risk

Gourieroux ; Laurent ; Scaillet, Christian ; Jean-Paul ; Olivier
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Gourieroux ; Laurent ; Scaillet, Christian ; Jean-Paul ; Olivier: Crest
Authors registered in the RePEc Author Service: Christian S. Gourieroux and Olivier Scaillet ()

Working Papers from Centre de Recherche en Economie et Statistique

Keywords: optimal; matching (search for similar items in EconPapers)
Date: 2000-05
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Related works:
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)
Journal Article: Sensitivity analysis of Values at Risk (2000)
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