RT Journal Article
SR Electronic
T1 Value at Risk When Daily Changes in Market Variables are not Normally Distributed
JF The Journal of Derivatives
FD Institutional Investor Journals
SP 9
OP 19
DO 10.3905/jod.1998.407998
VO 5
IS 3
A1 John C Hull
A1 Alan D White
YR 1998
UL https://pm-research.com/content/5/3/9.abstract
AB