【作者(必填)】Jimmy  Skoglund
SAS Institute Inc.

Wei  Chen
SAS Institute Inc.

Donald  Erdman
SAS Institute Inc.

【文题(必填)】
The Performance of Value at Risk Models During the Crisis【年份(必填)】
March 25, 2010

Journal of Risk Model Validation, Vol. 4(1), (2010)
【全文链接或数据库名称(选填)】
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2239073