Estimating value at risk: A subjective approach

Journal of Risk Finance

Volumn 1, Issue 4, 2000, Pages 43-46

  Dowd, Kevin ^a  

^a UNIVERSITY OF NOTTINGHAM   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 24344498454     PISSN: 15265943     EISSN: 09657967     Source Type: Journal    
DOI: 10.1108/eb043454     Document Type: Article

References (4)

1. Chappell, D., and K. Dowd. “Confidence Intervals for VaR." Financial Engineering News, March 1999, pp. 1-2.
2. Kendall, M.G., and A. Stuart. The Advanced Theory of Statistics. Volume 2: Inference and Relationship, 3rd edition. London: Griffin, 1973.
3. Palisade Corporation. @Risk: Advanced Risk Analysis for Spreadsheets. Newfield, NY: Palisade, 1996.
4. Zellner, A. “Bayesian Inference." In J. Eatwell, M. Milgate and P. Newman, eds. The New Palgrave: Time Series and Statistics. London and Basingstoke: Macmillan, 1990, pp. 36-61.