Stable models in risk management
Pablo Olivares
| Year of publication: |
2008
|
|---|---|
| Authors: | Olivares, Pablo |
| Published in: |
New frontiers in enterprise risk management. - Berlin : Springer, ISBN 978-3-540-78641-2. - 2008, p. 113-124
|
| Subject: | Risikomanagement | Risk management | Momentenmethode | Method of moments | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Monte-Carlo-Simulation | Monte Carlo simulation | Regressionsanalyse | Regression analysis | ARCH-Modell | ARCH model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003709252