Value-at-risk for long and short trading positions
Article first published online: 2 MAY 2003
Copyright © 2003 John Wiley & Sons, Ltd.
Journal of Applied Econometrics
Volume 18, Issue 6, pages 641–663, November/December 2003
How to Cite
Giot, P. and Laurent, S. (2003), Value-at-risk for long and short trading positions. J. Appl. Econ., 18: 641–663. doi: 10.1002/jae.710
- Issue published online: 26 NOV 2003
- Article first published online: 2 MAY 2003
- Manuscript Revised: 29 AUG 2002
- Manuscript Received: 30 AUG 2001
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