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Empirical issues in value at risk

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  • Wielhouwer, J.L.

    (Tilburg University, School of Economics and Management)

  • Bams, D.

Abstract

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Suggested Citation

  • Wielhouwer, J.L. & Bams, D., 2001. "Empirical issues in value at risk," Other publications TiSEM 50f816a0-cc36-447c-be83-c, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:50f816a0-cc36-447c-be83-c22a58bd773a
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    References listed on IDEAS

    as
    1. Organ, Dennis W. & Foegen, Joseph H., 1998. "Are managers losing control?," Business Horizons, Elsevier, vol. 41(2), pages 1-5.
    2. IIMI & Cemagref, 1998. "Salinity and sodicity management in Pakistan," IWMI Books, Reports H022433, International Water Management Institute.
    3. McNeil, Alexander J. & Frey, Rudiger, 2000. "Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach," Journal of Empirical Finance, Elsevier, vol. 7(3-4), pages 271-300, November.
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