Extremal quantities and value-at-risk
May 24, 2006
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Working Paper |
| Published: |
Cambridge, MA : Massachusetts Institute of Technology, Dept. of Economics
2011
|
| Online Access: | http://hdl.handle.net/1721.1/63512 |
| _version_ | 1811079110524403712 |
|---|---|
| author | Chernozhukov, Victor Du, Songzi |
| author2 | Massachusetts Institute of Technology. Dept. of Economics |
| author_facet | Massachusetts Institute of Technology. Dept. of Economics Chernozhukov, Victor Du, Songzi |
| author_sort | Chernozhukov, Victor |
| collection | MIT |
| description | May 24, 2006 |
| first_indexed | 2024-09-23T11:10:12Z |
| format | Working Paper |
| id | mit-1721.1/63512 |
| institution | Massachusetts Institute of Technology |
| last_indexed | 2024-09-23T11:10:12Z |
| publishDate | 2011 |
| publisher | Cambridge, MA : Massachusetts Institute of Technology, Dept. of Economics |
| record_format | dspace |
| spelling | mit-1721.1/635122019-04-10T17:04:05Z Extremal quantities and value-at-risk Chernozhukov, Victor Du, Songzi Massachusetts Institute of Technology. Dept. of Economics May 24, 2006 2011-06-09T05:31:04Z 2011-06-09T05:31:04Z 2006 Working Paper extremalquantiti00cher http://hdl.handle.net/1721.1/63512 166886602 001471258 Abstract in HTML and working paper for download in PDF available via World Wide Web at the Social Science Research Network Working paper (Massachusetts Institute of Technology. Dept. of Economics) ; no. 07-01 application/pdf Cambridge, MA : Massachusetts Institute of Technology, Dept. of Economics |
| spellingShingle | Chernozhukov, Victor Du, Songzi Extremal quantities and value-at-risk |
| title | Extremal quantities and value-at-risk |
| title_full | Extremal quantities and value-at-risk |
| title_fullStr | Extremal quantities and value-at-risk |
| title_full_unstemmed | Extremal quantities and value-at-risk |
| title_short | Extremal quantities and value-at-risk |
| title_sort | extremal quantities and value at risk |
| url | http://hdl.handle.net/1721.1/63512 |
| work_keys_str_mv | AT chernozhukovvictor extremalquantitiesandvalueatrisk AT dusongzi extremalquantitiesandvalueatrisk |