Non-normality in financial markets and the measurement of risk
Year of publication: |
2015
|
---|---|
Authors: | Lau, Christian |
Other Persons: | Laitenberger, Jörg (Reviewer) ; Becker, Claudia (Reviewer) |
Subject: | Öffentliche Anleihe | Public bond | Energiehandel | Energy trade | Zeitreihenanalyse | Time series analysis | Risikomaß | Risk measure | Rendite | Yield | ARMA-Modell | ARMA model | ARCH-Modell | ARCH model | Normalverteilung | Normal distribution | Momentenmethode | Method of moments | Kreditmarkt | Risiko | Messung | Risikomanagement |
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