Empirical issues in value at risk

J.L. Wielhouwer, D. Bams

Research output: Contribution to journalArticleProfessional

304 Downloads (Pure)
Original languageEnglish
Pages (from-to)299-316
Number of pages17
JournalASTIN Bulletin
Volume31
Issue number2
Publication statusPublished - 2001

Cite this

Wielhouwer, J. L., & Bams, D. (2001). Empirical issues in value at risk. ASTIN Bulletin, 31(2), 299-316.
Wielhouwer, J.L. ; Bams, D. / Empirical issues in value at risk. In: ASTIN Bulletin. 2001 ; Vol. 31, No. 2. pp. 299-316.
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Wielhouwer, JL & Bams, D 2001, 'Empirical issues in value at risk', ASTIN Bulletin, vol. 31, no. 2, pp. 299-316.

Empirical issues in value at risk. / Wielhouwer, J.L.; Bams, D.

In: ASTIN Bulletin, Vol. 31, No. 2, 2001, p. 299-316.

Research output: Contribution to journalArticleProfessional

TY - JOUR

T1 - Empirical issues in value at risk

AU - Wielhouwer, J.L.

AU - Bams, D.

N1 - Pagination: 17

PY - 2001

Y1 - 2001

M3 - Article

VL - 31

SP - 299

EP - 316

JO - ASTIN Bulletin

JF - ASTIN Bulletin

SN - 0515-0361

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Wielhouwer JL, Bams D. Empirical issues in value at risk. ASTIN Bulletin. 2001;31(2):299-316.