Displaced relative changes in historical simulation: Application to risk measure

【作者(必填)】
Christian P.Friesa. Numbers and letters correspond to the affiliation list. Click to expose these in author workspaceOpens the author workspace. Author links open the author workspace.TobiasNigburb. Numbers and letters correspond to the affiliation list. Click to expose these in author workspaceOpens the author workspace. Author links open the author workspace.NormanSeeger
【文题(必填)】
Displaced relative changes in historical simulation: Application to risk measures of interest rates with phases of negative rates【年份(必填)】
2017
【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/pii/S0927539817300270