RT Journal Article
SR Electronic
T1 On the Covariance Matrices Used in Value at Risk Models
JF The Journal of Derivatives
FD Institutional Investor Journals
SP 50
OP 62
DO 10.3905/jod.1997.407974
VO 4
IS 3
A1 C.O. Alexander
A1 C.T. Leigh
YR 1997
UL https://pm-research.com/content/4/3/50.abstract
AB