Range-based models in estimating value-at-risk (VaR)
Nikkin L. Beronilla and Dennis S. Mapa
| Year of publication: |
2008
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|---|---|
| Authors: | Beronilla, Nikkin L. ; Mapa, Dennis S. |
| Published in: |
The Philippine review of economics : a joint publication of the University of the Philippines, School of Economics and the Philippine Economic Society. - Quezon City, ISSN 1655-1516, ZDB-ID 2044224-5. - Vol. 45.2008, 2, p. 87-99
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| Subject: | Risikomaß | Risk measure | ARCH-Modell | ARCH model | Theorie | Theory |
| 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/10003812241