Nonlinear prediction of conditional percentiles for value-at-risk
| Year of publication: |
1999
|
|---|---|
| Authors: | Chang, Isaac J. |
| Published in: |
Glucksman fellowship program student research reports. - New York, NY. - 1999
|
| Subject: | Portfolio-Management | Portfolio selection | Neuronale Netze | Neural networks | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Theorie | Theory | Risikomaß | Risk measure | Wechselkurs | Exchange rate | USA | United States | Deutschland | Germany | 1985-1997 |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001467190