Risk modeling and management : an overview
Chia-Lin Chang; David E. Allen; Michael McAleer; Teodosio Perez Amaral
| Year of publication: |
2013
|
|---|---|
| Authors: | Chang, Chia-Lin ; Allen, David E. ; McAleer, Michael ; Pérez Amaral, Teodosio |
| Publisher: |
Christchurch, N.Z : Dept. of Economics and Finance, College of Business and Economics, University of Canterbury |
| Subject: | Währungsspekulation | Currency speculation | Basler Akkord | Basel Accord | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Risikomaß | Risk measure | Länderrisiko | Country risk | Ausreißer | Outliers | BRICS-Staaten | BRICS countries |
| Extent: | Online-Ressource (10 S.) |
|---|---|
| Series: | Working paper. - Christchurch, New Zealand, ZDB-ID 2579761-X. - Vol. 2013,22 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009771092