An empirical comparison of alternative models in estimating value-at-risk : evidence and application from the LSE
Everton Dockery; Miltos Efentakis
| Year of publication: |
2008
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|---|---|
| Authors: | Dockery, Everton ; Efentakis, Miltos |
| Published in: |
International journal of monetary economics and finance. - Genève [u.a.] : Inderscience Enterprises, ISSN 1752-0479, ZDB-ID 2476010-9. - Vol. 1.2008, 2, p. 201-218
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| Subject: | Risikomaß | Risk measure | Schätztheorie | Estimation theory | Vergleich | Comparison |
| 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/10003822457