Sensitivity Analysis of Values at Risk

Christian Gourieroux, Jean-Paul Laurent and Olivier Scaillet
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Jean-Paul Laurent: Crest

No 2000-05, Working Papers from Center for Research in Economics and Statistics

Date: 2000
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http://crest.science/RePEc/wpstorage/2000-05.pdf Crest working paper version (application/pdf)

Related works:
Journal Article: 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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