Evaluating VaR forecasts under stress : the German experience
Stefan Jaschke; Gerhard Stahl; Richard Stehle
| Year of publication: |
2003
|
|---|---|
| Authors: | Jaschke, Stefan R. ; Stahl, Gerhard ; Stehle, Richard |
| Publisher: |
Frankfurt am Main : CFS |
| Subject: | Prognoseverfahren | Forecasting model | Bilanzstrukturmanagement | Asset-liability management | Basler Akkord | Basel Accord | Finanzkrise | Financial crisis | Bank | Schätzung | Estimation | Deutschland | Germany | Risikomaß | Risk measure |
| Extent: | 30 S graph. Darst |
|---|---|
| Series: | CFS working paper series. - Frankfurt, M. : CFS, ZDB-ID 2523669-6. - Vol. 2003,32 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.ifk-cfs.de/papers/03_32.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001846808