On the (ir)relevancy of value-at-risk regulation

Casper de Vries, P Cumperayot, J (Jón) Danielsson, BJ Jorgensen

Research output: Chapter/Conference proceeding › Chapter › Academic

Original language	Undefined/Unknown
Title of host publication	Measuring Risk in Complex Stochastic Systems
Editors	J. Franke, W. Haerdle, G. Stahl
Place of Publication	Berlin
Publisher	Springer-Verlag
Pages	99-117
Number of pages	19
ISBN (Print)	038798996X
Publication status	Published - 2000

Research programs

@inbook{8f18f4b724ae43ad8de65b1ed99c040a,

title = "On the (ir)relevancy of value-at-risk regulation",

author = "{de Vries}, Casper and P Cumperayot and Danielsson, {J (J{\'o}n)} and BJ Jorgensen",

year = "2000",

language = "Undefined/Unknown",

isbn = "038798996X",

pages = "99--117",

editor = "J. Franke and W. Haerdle and G. Stahl",

booktitle = "Measuring Risk in Complex Stochastic Systems",

publisher = "Springer-Verlag",

address = "Germany",

}