Developing an operational VAR model using EVT
Marcelo Cruz
| Year of publication: |
2003
|
|---|---|
| Authors: | Cruz, Marcelo |
| Published in: |
Advances in operational risk : firm-wide issues for financial institutions. - London : Risk Books, ISBN 1-904339-16-6. - 2003, p. 109-119
|
| Subject: | VAR-Modell | VAR model | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003282168