Interpreting Value at Risk (VaR) forecasts
Allan W. Gregory; Jonathan J. Reeves
| Year of publication: |
2008
|
|---|---|
| Authors: | Gregory, Allan W. ; Reeves, Jonathan J. |
| Published in: |
Economic systems. - Amsterdam [u.a.] : Elsevier, ISSN 0939-3625, ZDB-ID 1072886-7. - Vol. 32.2008, 2, p. 167-176
|
| Subject: | Risikomaß | Risk measure |
| 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/10003729209