Can Value-at-Risk be Made More Valuable? Resampling Techniques for Risk Uncertainty

Yihui Lan, Z.M. Hu, Jacqueline Johnson

Research output: Chapter in Book/Conference paperConference paper

Original languageEnglish
Title of host publication2007 AFAANZ Conference
EditorsDavid Hay, Jenny Stewart
Place of Publicationhttp://www.afaanz.org/openconf/openconf.php
PublisherAccounting and Finance Association of Australia and New Zealand (AFAANZ)
Pages27 pp
Volumen/a
EditionQueensland, Australia
ISBN (Print)1328780X
Publication statusPublished - 2007
EventCan Value-at-Risk be Made More Valuable? Resampling Techniques for Risk Uncertainty - Queensland, Australia
Duration: 1 Jan 2007 → …

Conference

ConferenceCan Value-at-Risk be Made More Valuable? Resampling Techniques for Risk Uncertainty
Period1/01/07 → …

Cite this

Lan, Y., Hu, Z. M., & Johnson, J. (2007). Can Value-at-Risk be Made More Valuable? Resampling Techniques for Risk Uncertainty. In D. Hay, & J. Stewart (Eds.), 2007 AFAANZ Conference (Queensland, Australia ed., Vol. n/a, pp. 27 pp). http://www.afaanz.org/openconf/openconf.php: Accounting and Finance Association of Australia and New Zealand (AFAANZ).
Lan, Yihui ; Hu, Z.M. ; Johnson, Jacqueline. / Can Value-at-Risk be Made More Valuable? Resampling Techniques for Risk Uncertainty. 2007 AFAANZ Conference. editor / David Hay ; Jenny Stewart. Vol. n/a Queensland, Australia. ed. http://www.afaanz.org/openconf/openconf.php : Accounting and Finance Association of Australia and New Zealand (AFAANZ), 2007. pp. 27 pp
@inproceedings{b516109d51cc41199d31b3a70cb8fdf6,
title = "Can Value-at-Risk be Made More Valuable? Resampling Techniques for Risk Uncertainty",
author = "Yihui Lan and Z.M. Hu and Jacqueline Johnson",
year = "2007",
language = "English",
isbn = "1328780X",
volume = "n/a",
pages = "27 pp",
editor = "David Hay and Jenny Stewart",
booktitle = "2007 AFAANZ Conference",
publisher = "Accounting and Finance Association of Australia and New Zealand (AFAANZ)",
edition = "Queensland, Australia",

}

Lan, Y, Hu, ZM & Johnson, J 2007, Can Value-at-Risk be Made More Valuable? Resampling Techniques for Risk Uncertainty. in D Hay & J Stewart (eds), 2007 AFAANZ Conference. Queensland, Australia edn, vol. n/a, Accounting and Finance Association of Australia and New Zealand (AFAANZ), http://www.afaanz.org/openconf/openconf.php, pp. 27 pp, Can Value-at-Risk be Made More Valuable? Resampling Techniques for Risk Uncertainty, 1/01/07.

Can Value-at-Risk be Made More Valuable? Resampling Techniques for Risk Uncertainty. / Lan, Yihui; Hu, Z.M.; Johnson, Jacqueline.

2007 AFAANZ Conference. ed. / David Hay; Jenny Stewart. Vol. n/a Queensland, Australia. ed. http://www.afaanz.org/openconf/openconf.php : Accounting and Finance Association of Australia and New Zealand (AFAANZ), 2007. p. 27 pp.

Research output: Chapter in Book/Conference paperConference paper

TY - GEN

T1 - Can Value-at-Risk be Made More Valuable? Resampling Techniques for Risk Uncertainty

AU - Lan, Yihui

AU - Hu, Z.M.

AU - Johnson, Jacqueline

PY - 2007

Y1 - 2007

M3 - Conference paper

SN - 1328780X

VL - n/a

SP - 27 pp

BT - 2007 AFAANZ Conference

A2 - Hay, David

A2 - Stewart, Jenny

PB - Accounting and Finance Association of Australia and New Zealand (AFAANZ)

CY - http://www.afaanz.org/openconf/openconf.php

ER -

Lan Y, Hu ZM, Johnson J. Can Value-at-Risk be Made More Valuable? Resampling Techniques for Risk Uncertainty. In Hay D, Stewart J, editors, 2007 AFAANZ Conference. Queensland, Australia ed. Vol. n/a. http://www.afaanz.org/openconf/openconf.php: Accounting and Finance Association of Australia and New Zealand (AFAANZ). 2007. p. 27 pp