Parametric VaR via Anderson-Darling test in crisis times : evidence for the Brazilian banking sector
Herick F. Moralles and Daisy A. N. Rebelatto
| Year of publication: |
2013
|
|---|---|
| Authors: | Moralles, Herick F. ; Rebelatto, Daisy A. N. |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 12.2013, 9, p. 945-952
|
| Subject: | Parametric VaR | Anderson-Darling | Banks | Brasilien | Brazil | Bank | VAR-Modell | VAR model | Bankrisiko | Bank risk | Finanzkrise | Financial crisis |
| 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/10010362327