Abderrahim Taamouti abderrahim.taamouti@durham.ac.uk
Visiting Fellow
Analytical Value-at-Risk and Expected Shortfall under Regime Switching.
Taamouti, A.
Authors
Citation
Taamouti, A. (2009). Analytical Value-at-Risk and Expected Shortfall under Regime Switching. Finance Research Letters, 6(3), 138-151
| Journal Article Type | Article |
|---|---|
| Publication Date | 2009 |
| Deposit Date | Oct 16, 2014 |
| Journal | Finance Research Letters |
| Print ISSN | 1544-6123 |
| Electronic ISSN | 1544-6131 |
| Publisher | Elsevier |
| Peer Reviewed | Peer Reviewed |
| Volume | 6 |
| Issue | 3 |
| Pages | 138-151 |
| Public URL | https://durham-repository.worktribe.com/output/1443724 |
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