Improving Hull and White's Method of Estimating Portfolio Value‐at‐Risk

Chang‐Cheng Changchien, Chu‐Hsiung Lin and Hsien‐Chueh Peter Yang

Journal of Forecasting, 2012, vol. 31, issue 8, 706-720

Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:wly:jforec:v:31:y:2012:i:8:p:706-720

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