Journal Articles
The Journal of Risk
Year : 2001
Jean-Luc Prigent : Connect in order to contact the contributor
https://hal-cyu.archives-ouvertes.fr/hal-03679682
Submitted on : Thursday, May 26, 2022-11:10:12 PM
Last modification on : Friday, March 24, 2023-2:53:27 PM
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Jean-Luc Prigent, Vijay Pant, Weita Chang. An empirical comparison of methods for incorporating fat tails into value-at-risk models. The Journal of Risk, 2001, 3 (3), pp.99-119. ⟨10.21314/JOR.2001.045⟩. ⟨hal-03679682⟩
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