Statistics and Risk Management
Article
Beleza Sousa,JB;Esquivel,ML;Gaspar,RM
JOURNAL OF STATISTICAL THEORY AND PRACTICE
2020
14
2
10.1007/s42519-020-00092-w
Pulled-to-Par Returns for Zero-Coupon Bonds Historical Simulation Value at Risk
NOVA Math > NOVA Math > NOVA Math Publications > Pulled-to-Par Returns for Zero-Coupon Bonds Historical Simulation Value at Risk