A simple method for time scaling value-at-risk : let the data speak for themselves
Kamal Hamidieh; Kathrine Bennett Ensor
| Year of publication: |
2010
|
|---|---|
| Authors: | Hamidieh, Kamal ; Ensor, Katherine B. |
| Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 3.2009/10, 4, p. 380-391
|
| Subject: | Bankrisiko | Bank risk | Risikomaß | Risk measure | Datenerhebung | Data collection | Welt | World |
| 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://ebvufind01.dmz1.zbw.eu/10008736818