Quantifying the uncertainty in VaR and expected shortfall estimates
| Year of publication: |
2013
|
|---|---|
| Authors: | Stanescu, Silvia ; Tunaru, Radu |
| Published in: |
Handbook of research methods and applications in empirical finance. - Cheltenham, U.K : Edward Elgar, ISBN 978-0-85793-609-7. - 2013, p. 357-372
|
| Subject: | Risikomaß | Risk measure | Schätzung | Estimation | Theorie | Theory | Risikomanagement | Risk management | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.4337/9780857936097.00025 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015544642