{"title":"Modeling Risk in Three Markets: VaR Methods for Long and Short Trading Positions","authors":"Timotheos Angelidis, Stavros Degiannakis","doi":"10.1201/9780429081385-241","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":13764,"journal":{"name":"International Conference of Computational Methods in Sciences and Engineering 2004 (ICCMSE 2004)","volume":null,"pages":null},"PeriodicalIF":0.0000,"publicationDate":"2019-04-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"International Conference of Computational Methods in Sciences and Engineering 2004 (ICCMSE 2004)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1201/9780429081385-241","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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