A comparison of joint market risk estimation procedures at different holding periods

Additional Metadata
Keywords	VaR; ES; joint risk estimation; quantile models; market risk
Thesis Advisor	Pick, A
Persistent URL	hdl.handle.net/2105/70472
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Vleugels, K.R. (2023, December 19). A comparison of joint market risk estimation procedures at different holding periods. Econometrie. Retrieved from http://hdl.handle.net/2105/70472

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