Exact inference in diagnosing Value-at-Risk estimates : a Monte Carlo device
Helmut Herwartz
| Year of publication: |
2009
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|---|---|
| Authors: | Herwartz, Helmut |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 103.2009, 3, p. 160-162
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| Subject: | Risikomaß | Risk measure | Statistischer Test | Statistical test | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
| 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/10003854913