Comparison of Value-at-Risk models using the MCS approach
Crossref DOI link: https://doi.org/10.1007/s00180-016-0646-6
Published Online: 2016-02-15
Published Print: 2016-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bernardi, Mauro
Catania, Leopoldo
Text and Data Mining valid from 2016-02-15
