Outliers, GARCH-type models and risk measures : a comparison of several approaches
Aurea Grané; Helena Veiga
| Year of publication: |
2014
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|---|---|
| Authors: | Grané, Aurea ; Almeida, Helena Tenório Veiga de |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 26.2014, p. 26-40
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| Subject: | Minimum capital risk requirements | Outliers | Robust estimation | Wavelets | Risikomanagement | Risk management | Risikomaß | Risk measure | Robustes Verfahren | Robust statistics | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| 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/10010472010