Estimation of dynamic VaR
S. V. D. Nageswara Rao and Sree Vinutha V.
| Year of publication: |
2013
|
|---|---|
| Authors: | Rao, S. V. D. Nageswara ; Sree Vinutha V. |
| Published in: |
International finance for infrastructure development. - New Delhi [u.a.] : Bloomsbury Publ. India, ISBN 978-81-924302-3-2. - 2013, p. 168-191
|
| Subject: | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Risikomaß | Risk measure | Schätzung | Estimation | Dynamische Wirtschaftstheorie | Economic dynamics |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009724512