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Value at risk models for Dutch bond portfolios

Journal of Banking \& Finance, 24(7): 1131--1154, 2000.
Authors: Peter J. G. Vlaar
URL: http://www.sciencedirect.com/science/article/B6VCY-40GJF56-2/1/e73953b11894c22c720801bce98fb435
Description: Journal of Banking & Finance
Tags: Value-at-risk
| URL | BibTeX  
@article{Vlaar2000,
title = {Value at risk models for Dutch bond portfolios},
author = {Peter J. G. Vlaar},
journal = {Journal of Banking \& Finance},
month = {Jul},
number = {7},
pages = {1131--1154},
url = {http://www.sciencedirect.com/science/article/B6VCY-40GJF56-2/1/e73953b11894c22c720801bce98fb435},
volume = {24},
year = {2000},
description = {Journal of Banking & Finance},
keywords = {Value-at-risk }
}