Selection of value-at-risk models
Mandira Sarma, Susan Thomas and Ajay Shah
| Year of publication: |
2003
|
|---|---|
| Authors: | Sarma, Mandira ; Thomas, Susan ; Shah, Ajay |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 22.2003, 4, p. 337-358
|
| Subject: | Vergleich | Comparison | 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/10001775836