A comparison of extreme value theory approaches for determining value at risk
C. Brooks ...
| Year of publication: |
2005
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|---|---|
| Authors: | Brooks, Chris ; Clare, Andrew D. ; Dalle Molle, John W. ; Persand, Gita |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 12.2005, 2, p. 339-352
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| Subject: | ARCH-Modell | ARCH model | Theorie | Theory | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002685175