@data{jae.2022314.1316858395, author = {Giot, Pierre and Laurent, Sébastien}, publisher = {ZBW - Leibniz Informationszentrum Wirtschaft}, title = {valueatrisk-for-long-and-short-trading-positions}, year = {2003}, version = {1}, url = {https://journaldata.zbw.eu/dataset/valueatrisk-for-long-and-short-trading-positions}, doi = "10.15456/jae.2022314.1316858395" }