Evaluating Value-at-Risk Models with Desk-Level Data”, Fourth Joint Central Bank (2005)

by Jeremy Berkowitz, Peter Christoffersen
Venue:Research Conference on 9 Nov 2005, European Central Bank, Research Paper, Preliminary Version, Cited on 17.8.2006, [www.ecb.int/events/pdf/conferences/jcbrconf4/Christoffersen.pdf