How accurate are value-at-risk models at commercial banks?
- Författare
- Jeremy. Berkowitz
- (Jeremy Berkowitz and James O'Brien.)
- Genre
- Bibliografi
- Språk
- Engelska
| Förlag | År | Ort | Om boken | ISBN |
|---|---|---|---|---|
| Divisions of Research & Statistics and Monetary Affairs, Federal Reserve Board | 2001 | District of Columbia, Washington, D.C | 27, 5 sidor. : ill. 28 cm. |