A DARE for VaR - Université de La Réunion
Journal Articles Finance Year : 2015

A DARE for VaR

Abstract

no abstract

Keywords

Revue AERES

Domains

Economics and Finance

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https://hal.univ-reunion.fr/hal-01243402

Submitted on : Tuesday, December 15, 2015-7:36:49 AM

Last modification on : Friday, April 19, 2024-4:18:57 PM

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hal-01243402 , version 1 (15-12-2015)

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Benjamin Hamidi, Christophe Hurlin, Patrick Kouontchou, Bertrand Maillet. A DARE for VaR. Finance, 2015, 36 (1), pp.7--38. ⟨10.3917/fina.361.0007⟩. ⟨hal-01243402⟩

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CNRS UNIV-ORLEANS UNIV-DAUPHINE UNIV-REUNION MSL LEO MSL-THESE CEMOI LEDA-DAUPHINE UNIV-LORRAINE PSL CEREFIGE-UL CEREFIGE-ET-FCC
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