Evaluating value at risk using selection criteria of the model and the information set
Pilar Gargallo, Jesús Miguel, Pilar Olave and Manuel Salvador
| Year of publication: |
2010
|
|---|---|
| Authors: | Gargallo, Pilar ; Miguel, Jesús ; Olave Rubio, Pilar ; Salvador, Manuel |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 20.2010, 16/18, p. 1415-1428
|
| Subject: | Risikomaß | Risk measure | ARMA-Modell | ARMA model | ARCH-Modell | ARCH model | Aktienindex | Stock index | Deutschland | Germany | Spanien | Spain | USA | United States | 1998-2008 |
| 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/10009010927