An evaluation framework for alternative VaR-models
Dennis Bams; Thorsten Lehnert; Christian C.P. Wolff
| Year of publication: |
2005
|
|---|---|
| Authors: | Bams, Dennis ; Lehnert, Thorsten ; Wolff, Christiaan Cornelis Petrus |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 24.2005, 6, p. 944-958
|
| Subject: | VAR-Modell | VAR model | Bewertung | Evaluation | Wechselkurs | Exchange rate | Volatilität | Volatility | Theorie | Theory |
| 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/10003114006