Journal Articles
Journal of Empirical Finance
Year : 2000
Jean-Paul LAURENT : Connect in order to contact the contributor
https://paris1.hal.science/hal-03676327
Submitted on : Monday, May 23, 2022-6:23:25 PM
Last modification on : Friday, March 24, 2023-2:53:27 PM
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- HAL Id : hal-03676327 , version 1
- DOI : 10.1016/S0927-5398(00)00011-6
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Christian Gourieroux, Jean-Paul Laurent, Olivier Scaillet. Sensitivity analysis of Values at Risk. Journal of Empirical Finance, 2000, 7 (3-4), pp.225-245. ⟨10.1016/S0927-5398(00)00011-6⟩. ⟨hal-03676327⟩
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