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, .