Cite

Boudoukh Jacob, Richardson Matthew, Whitelaw F. Robert, "The Best of Both Worlds: A hybrid Approach to Calculating Value at Risk", Risk, Vol.11., No. 5., May 1998. p. 64-67.10.2139/ssrn.51420Search in Google Scholar

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ISSN:
1840-118X
Language:
English
Publication timeframe:
2 times per year
Journal Subjects:
Business and Economics, Political Economics, other, Business Management