Monte Carlo Simulation Accuracy in Estimating Value-at-Risk: Analyzing Performance Before, During and after the Financial Crisis

Autor:	Reem Shayya, Maria Teresa Sorrosal-Forradellas, Antonio Terceño, Maria Glòria Barberà Mariné
Rok vydání:	2023
DOI:	10.2139/ssrn.4446777
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::8b754fb6ff655a1943445b3299bad666 https://doi.org/10.2139/ssrn.4446777 Zobrazit plný text záznamu