Empirical Yield-Curve Dynamics, Scenario Simulation and VAR
Year of publication: |
2009
|
---|---|
Authors: | Madsen, Claus Anderskov |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Simulation | VAR-Modell | VAR model | Theorie | Theory | Schätzung | Estimation | Risikomaß | Risk measure |
Extent: | 1 Online-Ressource (71 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 20, 1998 erstellt |
Other identifiers: | 10.2139/ssrn.1481787 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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