Period value at risk and its estimation by Monte Carlo simulation
Yanli Huo, Chunhui Xu and Takayuki Shiina
| Year of publication: |
2022
|
|---|---|
| Authors: | Huo, Yanli ; Xu, Chunhui ; Shiina, Takayuki |
| Subject: | Financial market risk | Monte Carlo simulation | risk measure | value at risk | Risikomaß | Risk measure | Monte-Carlo-Simulation | Theorie | Theory | Risiko | Risk | Risikomanagement | Risk management | Simulation | Finanzmarkt | Financial market |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2021.1958136 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013412280