Please log in to take part in the discussion (add own reviews or comments).
Cite this publication
More citation styles
- please select -
%0 Journal Article
%1 Gourieroux2000
%A Gourieroux, C.
%A Laurent, J. P.
%A Scaillet, O.
%D 2000
%J Journal of Empirical Finance
%K Risk Value at
%N 3-4
%P 225--245
%T Sensitivity analysis of Values at Risk
%U http://www.sciencedirect.com/science/article/B6VFG-41T18WW-1/1/6ac4f70597aea77a289f45d2ba6129b3
%V 7
@article{Gourieroux2000,
added-at = {2008-04-23T22:05:04.000+0200},
author = {Gourieroux, C. and Laurent, J. P. and Scaillet, O.},
biburl = {https://www.bibsonomy.org/bibtex/21e718b2b20958c411f11215ed2fdf902/smicha},
interhash = {d85aa9ea6218f4b00115a65e5ff4e9ee},
intrahash = {1e718b2b20958c411f11215ed2fdf902},
journal = {Journal of Empirical Finance},
keywords = {Risk Value at},
month = Nov,
number = {3-4},
pages = {225--245},
timestamp = {2008-04-23T22:15:37.000+0200},
title = {Sensitivity analysis of Values at Risk},
url = {http://www.sciencedirect.com/science/article/B6VFG-41T18WW-1/1/6ac4f70597aea77a289f45d2ba6129b3},
volume = 7,
year = 2000
}