Contributions to model risk
von Corinna Evers, geb. Luedtke
| Year of publication: |
2014
|
|---|---|
| Authors: | Evers, Corinna |
| Subject: | Risiko | Risk | Modellierung | Scientific modelling | ARCH-Modell | ARCH model | Multivariate Verteilung | Multivariate distribution | Kapitalmarkttheorie | Capital market theory | ARCH-Prozess | Multivariate Normalverteilung |
| Description of contents: |
Model risk, estimation risk, misspecification risk. - Modellrisiko, Schätzrisiko, Fehlspezifikationsrisiko
|
| Extent: | Online-Ressource (47 S., 2130 KB) |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Graue Literatur ; Non-commercial literature ; Sammelwerk ; Collection of articles of several authors |
| Language: | English |
| Thesis: | Hannover, Univ., Diss., 2013 |
| Notes: | Enth. 2 Beitr. - Zsfassung in dt. Sprache Systemvoraussetzungen: Acrobat reader |
| Classification: | Geld, Inflation, Kapitalmarkt |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010395342