The Value of Value at Risk: Statistical, Financial, and Regulatory Considerations
Download paperDanielsson, J., B. N. Jorgensen, and C. G. de Vries (1998). The value of value at risk: Statistical, financial, and regulatory considerations. Economic Policy Review 4(3).
@article{DanielssonJorgensenVries1998ww, title={The Value of Value at Risk: Statistical, Financial, and Regulatory Considerations}, journal={Economic Policy Review}, volume=4, number=3, year=1998, author={J{\'o}n Dan{\'i}elsson and B. N. Jorgensen and C. G. de Vries}, url={https://ssrn.com/abstract=1029663} }
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