research article
A point process approach to value-at-risk estimation
2005
Type
research article
Web of Science ID
WOS:000233072300011
Author(s)
Date Issued
2005
Published in
Volume
5
Issue
2
Start page
227
End page
234
Editorial or Peer reviewed
NON-REVIEWED
Written at
EPFL
EPFL units
Available on Infoscience
April 21, 2006
Use this identifier to reference this record