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 → …

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