The impact of a drift on VaR

Research output: Contribution to conferencePaper

Original languageEnglish
Pages12
Number of pages1
Publication statusPublished - 1999
EventProceedings of the 8th Symposium on Finance Banking and Insurance - Karlsruhe
Duration: 1 Jan 1999 → …

Conference

ConferenceProceedings of the 8th Symposium on Finance Banking and Insurance
CityKarlsruhe
Period1/01/99 → …

Cite this

Wiese, A. (1999). The impact of a drift on VaR. 12. Paper presented at Proceedings of the 8th Symposium on Finance Banking and Insurance, Karlsruhe, .
Wiese, A. / The impact of a drift on VaR. Paper presented at Proceedings of the 8th Symposium on Finance Banking and Insurance, Karlsruhe, .1 p.
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title = "The impact of a drift on VaR",
author = "A Wiese",
year = "1999",
language = "English",
pages = "12",
note = "Proceedings of the 8th Symposium on Finance Banking and Insurance ; Conference date: 01-01-1999",

}

Wiese, A 1999, 'The impact of a drift on VaR', Paper presented at Proceedings of the 8th Symposium on Finance Banking and Insurance, Karlsruhe, 1/01/99 pp. 12.

The impact of a drift on VaR. / Wiese, A.

1999. 12 Paper presented at Proceedings of the 8th Symposium on Finance Banking and Insurance, Karlsruhe, .

Research output: Contribution to conferencePaper

TY - CONF

T1 - The impact of a drift on VaR

AU - Wiese, A

PY - 1999

Y1 - 1999

M3 - Paper

SP - 12

ER -

Wiese A. The impact of a drift on VaR. 1999. Paper presented at Proceedings of the 8th Symposium on Finance Banking and Insurance, Karlsruhe, .