Value-at-risk and extreme returns
By: Jon Danielsson and Casper G. de Vries.
Contributors: de Vries, Casper G.; LSE Financial Markets Group.; Economic and Social Research Council.
Series: Discussion paper / London School of Economics, Financial Markets Group -- no.273; Discussion paper (London School of Economics, Financial Markets Group) -- no.273.
Publisher: London School of Economics, Financial Markets Group
Published: 1997
Place of publication: London
Language: eng