Stress testing techniques and value-at-risk measures: a unified approach

Authors
Cherubini, Umberto Della_Lunga, Giovanni
Citation
Umberto Cherubini et Giovanni Della_Lunga, Stress testing techniques and value-at-risk measures: a unified approach, Rivista di matematica per le scienze economiche e sociali sociali, 22(1/2), 1999, pp. 77-99
Journal title
Rivista di matematica per le scienze economiche e sociali sociali
ISSN journal
11271035 → ACNP
Volume
22
Issue
1/2
Year of publication
1999
Pages
77 - 99
Database
ESSPER
SICI code
1127-1035(1999)22:1/2<77:STTAVM>2.0.ZU;2-Y