Value-at-risk and extreme returns
Year of publication: |
2000
|
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Authors: | Daníelsson, Jón ; Vries, Casper G. de |
Published in: |
Annales d'économie et de statistique. - Amiens [u.a.] : ADRES, ISSN 0769-489X, ZDB-ID 635036-7. - 2000, p. 239-270
|
Subject: | Schätztheorie | Estimation theory | Risikomanagement | Risk management | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Kapitaleinkommen | Capital income | Theorie | Theory | Welt | World |
Extent: | graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Zsfassung in franz. Sprache In: Annales d'économie et de statistique |
Source: | ECONIS - Online Catalogue of the ZBW |
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