Spatial dependence in stock returns - local normalization and VaR forecasts
Thilo A. Schmitt, Rudi Schäfer, Dominik Wied, Thomas Guhr
| Year of publication: |
2013
|
|---|---|
| Authors: | Schmitt, Thilo A. ; Schäfer, Rudi ; Wied, Dominik ; Guhr, Thomas |
| Publisher: |
Dortmund : SFB 823 |
| Subject: | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Risikomaß | Risk measure | ARCH-Modell | ARCH model |
| Extent: | Online-Ressource (16 S.) graph. Darst. |
|---|---|
| Series: | Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823. - Dortmund, ZDB-ID 2572745-X. - Vol. 18/2013 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | hdl:2003/30307 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009776181