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About this Economics, Econometrics and Finance article
Implied Volatility Indexes and Daily Value at Risk Models by Giot, Pierre is a Economics, Econometrics and Finance article available to read on EtoBox.
It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.
- Author
- Giot, Pierre
- Publisher
- Institutional Investor; Pageant Media US; Portfolio Management Research (ISSN 1074-1240)
- Published
- 2005
- Language
- EN
- Field
- Economics, Econometrics and Finance (Social Sciences)