How Risky is the Value-at-Risk? : Evidence from Financial Crisis

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CHIRIAC, Roxana, Winfried POHLMEIER, 2009. How Risky is the Value-at-Risk? : Evidence from Financial Crisis. Financial Crisis, Microstructure and Asset Pricing. Rimini Center for Economic Analysis, Rimini, 22. Mai 2009. In: Presented at : Workshop on Financial Crisis, Microstructure and Asset Pricing, Rimini Center for Economic Analysis, 22.05.2009, Rimini. Financial Crisis, Microstructure and Asset Pricing. Rimini Center for Economic Analysis, Rimini, 22. Mai 2009

@inproceedings{Chiriac2009Risky-14470, title={How Risky is the Value-at-Risk? : Evidence from Financial Crisis}, year={2009}, booktitle={Presented at : Workshop on Financial Crisis, Microstructure and Asset Pricing, Rimini Center for Economic Analysis, 22.05.2009, Rimini}, author={Chiriac, Roxana and Pohlmeier, Winfried} }

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