Measuring risk in value-at-risk in the presence of infinite variance
Stefan Huschens und Jeong-Ryeol Kim
| Year of publication: |
1998
|
|---|---|
| Authors: | Huschens, Stefan |
| Other Persons: | Kurz-Kim, Jeong-Ryeol (contributor) ; Kurz-Kim, Jeong-Ryeol (contributor) |
| Institutions: | Technische Universität Dresden / Fakultät Wirtschaftswissenschaften (contributor) |
| Publisher: |
Dresden : Techn. Univ., Fak. Wirtschaftswiss. |
| Subject: | Risiko | Risk | Theorie | Theory | Risikomaß | Risk measure | Varianzanalyse | Analysis of variance | Value at Risk |
| Extent: | 6 S. graph. Darst. |
|---|---|
| Series: | Dresdner Beiträge zu quantitativen Verfahren. - Dresden : Techn. Univ., Fak. Wirtschaftswiss., ISSN 0945-4802, ZDB-ID 2289789-6. - Vol. 25 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013440918