Vol. 2014, 2014November 01, 2014 EDT
On the Use of Stock Index Returns from Economic Scenario Generators in ERM Modeling
On the Use of Stock Index Returns from Economic Scenario Generators in ERM Modeling
Michael G Wacek,
Wacek, Michael G. 2014. “On the Use of Stock Index Returns from Economic Scenario Generators in ERM Modeling.” CAS Forum 2014 (November).
