Goodness-of-fit tests focus on value-at-risk estimation
José Santiago Fajardo Barbachan; José Renato Haas Ornelas; Aquiles Rocha de Farias
| Year of publication: |
2006
|
|---|---|
| Authors: | Barbachan, José Santiago Fajardo ; Ornelas, José Renato Haas ; Farias, Aquiles Rocha de |
| Published in: |
Brazilian review of econometrics : the review of the Brazilian Econometric Society. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1980-2447, ZDB-ID 2125187-3. - Vol. 26.2006, 2, p. 309-326
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| Subject: | Risikomaß | Risk measure | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Monte-Carlo-Simulation | Monte Carlo simulation |
| 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/10003590640