Scale-consistent value-at-risk
Thorsten Lehnert and Christian C. P. Wolff
| Year of publication: |
2004
|
|---|---|
| Authors: | Lehnert, Thorsten ; Wolff, Christiaan Cornelis Petrus |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 1.2004, 2, p. 127-134
|
| Subject: | ARCH-Modell | ARCH model | Risikomaß | Risk measure |
| 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/10003307269