Integrated Risk Management with a Filtered Bootstrap Approach
- 1 November 2004
- journal article
- Published by Wiley in Economic Notes
- Vol. 33 (3), 375-398
- https://doi.org/10.1111/j.0391-5026.2004.00137.x
Abstract
No abstract availableKeywords
This publication has 2 references indexed in Scilit:
- Predicting Default Probabilities and Implementing Trading Strategies for Emerging Markets Bond PortfoliosSSRN Electronic Journal, 2002
- VaR without correlations for portfolios of derivative securitiesJournal of Futures Markets, 1999