Methods for computing numerical standard errors: Review and application to value-at-risk estimation

David Ardia*, Keven Bluteau, Lennart F. Hoogerheide

*Corresponding author for this work

Research output: Contribution to JournalArticleAcademicpeer-review

11 Downloads (Pure)

Fingerprint Dive into the research topics of 'Methods for computing numerical standard errors: Review and application to value-at-risk estimation'. Together they form a unique fingerprint.

Business & Economics