Uncertainty in Historical Value-at-Risk: An Alternative Quantile-Based Risk Measure
Crossref DOI link: https://doi.org/10.1007/978-3-319-50234-2_10
Published Online: 2017-12-30
Published Print: 2017
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Guégan, Dominique
Hassani, Bertrand
Li, Kehan
License valid from 2017-01-01
