Evaluation of hedge fund returns value at risk using GARCH models
Sabrina Khanniche
| Year of publication: |
2012
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|---|---|
| Authors: | Khanniche, Sabrina |
| Published in: |
Recent developments in alternative finance : empirical assessments and economic imnplications. - Bingley [u.a.] : Emerald, ISBN 978-1-78190-399-5. - 2012, p. 315-342
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| Subject: | Hedgefonds | Hedge fund | Risikomaß | Risk measure | ARCH-Modell | ARCH model |
| 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/10009682735