Backtesting the tail risk of VaR in holding US dollar
W. K. Wong
| Year of publication: |
2009
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|---|---|
| Authors: | Wong, Woon K. |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 19.2009, 4/6, p. 327-337
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| Subject: | Risikomaß | Risk measure | US-Dollar | US dollar | VAR-Modell | VAR model | Statistische Verteilung | Statistical distribution | USA | United States | Statistischer Test | Statistical test | Risikomanagement | Risk management |
| 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/10003828498