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pro vyhledávání: '"Lang, Todd M."'
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Lang, Todd M.
Ex-post intraday market-risk extrema are compared with ex-ante standard RiskMetrics parametric Value-at-Risk (VaR) limits for three foreign currency futures markets (British Pound, Japanese Yen, Swiss Frank) to determine whether forecasted volatility
Externí odkaz:
http://hdl.handle.net/10919/36361
http://scholar.lib.vt.edu/theses/available/etd-12212000-222116/
http://scholar.lib.vt.edu/theses/available/etd-12212000-222116/
