Example: tourism industry
Search results with tag "Non parametric var techniques"
Non-parametric VaR techniques. Myths and Realities.
www.smartquant.comNon-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,