Evaluating value-at-risk models before and after the financial crisis of 2008 : international evidence
Stavros Degiannakis; Christos Floros; Alexandra Livada
| Year of publication: |
2012
|
|---|---|
| Authors: | Degiannakis, Stavros ; Floros, Christos ; Livada, Alexandra |
| Published in: |
Managerial finance. - Bingley : Emerald Group Publishing Limited, ISSN 0307-4358, ZDB-ID 750561-9. - Vol. 38.2012, 4, p. 436-452
|
| Subject: | Risikomaß | Risk measure | ARCH-Modell | ARCH model | Methodenkritik | Methodological criticism | Griechenland | Greece | USA | United States | Deutschland | Germany |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009530921