Professor Kevin Dowd kevin.dowd@durham.ac.uk
Professor
Estimating VaR with Order Statistics
Dowd, Kevin
Authors
Citation
Dowd, K. (2001). Estimating VaR with Order Statistics. The journal of derivatives, 8(3), 23-30. https://doi.org/10.3905/jod.2001.319154
| Journal Article Type | Article |
|---|---|
| Online Publication Date | Feb 28, 2001 |
| Publication Date | Feb 28, 2001 |
| Deposit Date | Sep 13, 2024 |
| Journal | The Journal of Derivatives |
| Print ISSN | 1074-1240 |
| Electronic ISSN | 2168-8524 |
| Publisher | Pageant Media |
| Peer Reviewed | Peer Reviewed |
| Volume | 8 |
| Issue | 3 |
| Pages | 23-30 |
| DOI | https://doi.org/10.3905/jod.2001.319154 |
| Public URL | https://durham-repository.worktribe.com/output/2863476 |
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