Endogenizing model risk to quantile estimates
Carol Alexander; José María Sarabia
| Year of publication: |
2010
|
|---|---|
| Authors: | Alexander, Carol ; Sarabia, José María |
| Publisher: |
Reading : Henley, Univ. of Reading, ICMA Centre |
| Subject: | Schätztheorie | Estimation theory | Risiko | Risk | Risikomanagement | Risk management | Schätzung | Estimation |
| Extent: | Online-Ressource (PDF-Datei: 30 S.) graph. Darst. |
|---|---|
| Series: | Discussion paper / ICMA Centre, Henley Business School, University of Reading. - Reading, ZDB-ID 2631352-2. - Vol. 2010,07 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009375863