It stands for modified value at risk (modified VaR); a measure of value at risk (VaR) that is modified or...
A measure of value at risk (VaR) that is modified or expanded to correct for skewness and flat tails in...
A measure of value at risk (VaR) that is modified or expanded to correct for skewness and flat tails in...
A measure of value at risk (VaR) that is modified or expanded to correct for skewness and flat tails in...