Hedging and value at risk : a semi-parametric approach
Zhiguang Cao; Richard D. F. Harris; Jian Shen
| Year of publication: |
2010
|
|---|---|
| Authors: | Cao, Zhiguang ; Harris, Richard D. F. ; Shen, Jian |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 30.2010, 8, p. 780-794
|
| Subject: | Risikomaß | Risk measure | Nichtparametrisches Verfahren | Nonparametric statistics |
| 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://ebvufind01.dmz1.zbw.eu/10003985090