Optimality of the RiskMetrics VaR model
Gloria González-Rivera, Tae-Hwy Lee, Emre Yoldas
| Year of publication: |
2007
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|---|---|
| Authors: | González-Rivera, Gloria ; Lee, Tae-hwy ; Yoldas, Emre |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 4.2007, 3, p. 137-145
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| Subject: | Risikomaß | Risk measure | Verlust | Loss | Schätztheorie | Estimation theory | Theorie | Theory |
| 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/10003702357