Evaluating Interest Rate Covariance Models Within a Value-At-Risk Framework

AuthID
 P-007-E8X
2
Author(s)
Lopez, JA
Document Type
Article
Year published
2005
Published
in Journal of Financial Econometrics, ISSN: 1479-8409
Volume: 3, Issue: 1, Pages: 126-168
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Publication Identifiers
Scopus: 2-s2.0-27144492782
Source Identifiers
ISSN: 1479-8409
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