On the appropriateness of inappropriate VaR models
by Wolfgang Härdle, Zdeněk Hlávka an dGerhard Stahl
| Year of publication: |
2006
|
|---|---|
| Authors: | Härdle, Wolfgang ; Hlávka, Zdeněk ; Stahl, Gerhard |
| Published in: |
Allgemeines statistisches Archiv : AStA : journal of the German Statistical Society. - Heidelberg : Physica-Verl, ISSN 0002-6018, ZDB-ID 442-x. - Vol. 90.2006, 2, p. 273-297
|
| Subject: | Modellierung | Scientific modelling | Theorie | Theory | Risikomaß | Risk measure |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschriften ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
