Performance of monthly multivariate filtered historical simulation value-at-risk
Stéphane Chrétien; Frank Coggins; Yves Trudel
| Year of publication: |
2010
|
|---|---|
| Authors: | Chrétien, Stéphane ; Coggins, Frank ; Trudel, Yves |
| Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 3.2009/10, 3, p. 259-277
|
| Subject: | Kapitalanlage | Financial investment | Aktie | Share | Risikomaß | Risk measure | Datenerhebung | Data collection | Simulation | Welt | World |
| 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/10003991500