Backtesting value at risk and expected shortfall
Simona Roccioletti
| Year of publication: |
[2016] ; 1st ed. 2016
|
|---|---|
| Authors: | Roccioletti, Simona |
| Institutions: | Springer Fachmedien Wiesbaden (publisher) |
| Publisher: |
Wiesbaden : Springer Gabler |
| Subject: | elicitability | Risikomaß | Risk measure | Statistischer Test | Statistical test | Prognoseverfahren | Forecasting model | Theorie | Theory | Schätzung | Estimation | Aktienindex | Stock index | Welt | World | Makroökonomie | Finanzwissenschaft | Risikoanalyse | 2000-2015 |
| Description of contents: | Table of Contents [gbv.de] ; Description [springer.com] |
| Extent: | xix, 145 Seiten Illustrationen 21 cm x 14.8 cm, 0 g |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Masterarbeit, University of Applied Sciences (bfi) Vienna, 2015 |
| ISBN: | 3-658-11907-1 ; 978-3-658-11907-2 ; 978-3-658-11908-9 |
| Other identifiers: | 10.1007/978-3-658-11908-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011411468