Non-parametric VaR techniques. Myths and Realities.

Non-parametric VaR techniques. Myths and Realities. By Giovanni Barone -Adesi (1) and Kostas Giannopoulos (2) November 2000 (1) Universita della Svizzera Italiana and City Business School,

  Technique, Parametric, Myths, Realities, Non parametric var techniques, Myths and realities