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

Yihui Lan; Z.M. Hu; Jacqueline Johnson

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 paper › Conference paper › peer-review

Original language	English
Title of host publication	2007 AFAANZ Conference
Editors	David Hay, Jenny Stewart
Place of Publication	http://www.afaanz.org/openconf/openconf.php
Publisher	Accounting and Finance Association of Australia and New Zealand (AFAANZ)
Pages	27 pp
Volume	n/a
Edition	Queensland, Australia
ISBN (Print)	1328780X
Publication status	Published - 2007
Event	Can Value-at-Risk be Made More Valuable? Resampling Techniques for Risk Uncertainty - Queensland, Australia Duration: 1 Jan 2007 → …

Conference

Conference	Can Value-at-Risk be Made More Valuable? Resampling Techniques for Risk Uncertainty
Period	1/01/07 → …

Cite this

@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",

note = "Can Value-at-Risk be Made More Valuable? Resampling Techniques for Risk Uncertainty ; Conference date: 01-01-2007",

}

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 paper › Conference paper › peer-review

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

T2 - Can Value-at-Risk be Made More Valuable? Resampling Techniques for Risk Uncertainty

Y2 - 1 January 2007

ER -