| Original language | English |
|---|---|
| Pages (from-to) | 641-663 |
| Number of pages | 23 |
| Journal | Journal of Applied Econometrics |
| Volume | 18 |
| Publication status | Published - 2003 |
Value-at-Risk for long and short trading positions
Pierre Giot, Sébastien Laurent
Research output: Contribution to journal › Article