Portfolio value at risk based on independent components analysis
Ying Chen ; Wolfgang Härdle ; Vladimir Spokoiny
| Year of publication: |
2005
|
|---|---|
| Authors: | Chen, Ying ; Härdle, Wolfgang ; Spokojnyj, Vladimir G. |
| Publisher: |
Berlin : Humboldt-Univ., SFB 649 Economic Risk |
| Description of contents: | Description [sfb649.wiwi.hu-berlin.de] |
| Extent: | 20 S. graph. Darst. |
|---|---|
| Series: | Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk. - Berlin : Humboldt-Univ., SFB 649, ISSN 1860-5656. - Vol. 2005,060 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Classification: | Investition, Finanzierung |
| Source: |
Persistent link: https://www.econbiz.de/10004868894