Value-at-risk and extreme returns

Casper de Vries, J Danielson

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Original languageUndefined/Unknown
Number of pages33
EditionTinbergen Institute Discussion Paper 98-01/72
Publication statusPublished - 1998
Externally publishedYes

Publication series

SeriesTinbergen Institute Discussion Paper
Volume98-01/72

Research programs

  • EUR ESE 01

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