Varying the VaR for unconditional and conditional environments

John Cotter

Journal of International Money and Finance, 2007, vol. 26, issue 8, 1338-1354

Date: 2007
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Citations: View citations in EconPapers (24)

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Related works:
Working Paper: Varying the VaR for Unconditional and Conditional Environments (2011)
Working Paper: Varying the VaR for Unconditional and Conditional Environments (2011)
Working Paper: Varying the VaR for Unconditional and Conditional Environments (2004)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jimfin:v:26:y:2007:i:8:p:1338-1354

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