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 paperpeer-review

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 → …

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