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dcterms:bibliographicCitation <http://dblp.uni-trier.de/rec/bibtex/journals/or/KalyvasDSG04>
dc:creator <https://dblp.l3s.de/d2r/resource/authors/Chris_Grose>
dc:creator <https://dblp.l3s.de/d2r/resource/authors/Costas_Siriopoulos>
dc:creator <https://dblp.l3s.de/d2r/resource/authors/Lampros_Kalyvas>
dc:creator <https://dblp.l3s.de/d2r/resource/authors/Nikolaos_Dritsakis>
foaf:homepage <http://dx.doi.org/doi.org%2F10.1007%2FBF02943608>
foaf:homepage <https://doi.org/10.1007/BF02943608>
dc:identifier DBLP journals/or/KalyvasDSG04 (xsd:string)
dc:identifier DOI doi.org%2F10.1007%2FBF02943608 (xsd:string)
dcterms:issued 2004 (xsd:gYear)
swrc:journal <https://dblp.l3s.de/d2r/resource/journals/or>
rdfs:label Selecting Value-at-Risk methods according to their hidden characteristics. (xsd:string)
foaf:maker <https://dblp.l3s.de/d2r/resource/authors/Chris_Grose>
foaf:maker <https://dblp.l3s.de/d2r/resource/authors/Costas_Siriopoulos>
foaf:maker <https://dblp.l3s.de/d2r/resource/authors/Lampros_Kalyvas>
foaf:maker <https://dblp.l3s.de/d2r/resource/authors/Nikolaos_Dritsakis>
swrc:number 2 (xsd:string)
swrc:pages 167-189 (xsd:string)
owl:sameAs <http://bibsonomy.org/uri/bibtexkey/journals/or/KalyvasDSG04/dblp>
owl:sameAs <http://dblp.rkbexplorer.com/id/journals/or/KalyvasDSG04>
rdfs:seeAlso <http://dblp.uni-trier.de/db/journals/or/or4.html#KalyvasDSG04>
rdfs:seeAlso <https://doi.org/10.1007/BF02943608>
dc:subject Traditional VaR methods; Historical Simulation; Basel Committee; Back Testing (xsd:string)
dc:title Selecting Value-at-Risk methods according to their hidden characteristics. (xsd:string)
dc:type <http://purl.org/dc/dcmitype/Text>
rdf:type swrc:Article
rdf:type foaf:Document
swrc:volume 4 (xsd:string)