Stochastic models for risk estimation in volatile markets : a survey
Stoyan V. Stoyanov; Borjana Racheva-Iotova; Svetlozar T. Rachev; Frank J. Fabozzi
| Year of publication: |
2010
|
|---|---|
| Authors: | Stoyanov, Stoyan V. ; Racheva-Iotova, Borjana ; Račev, Svetlozar T. ; Fabozzi, Frank J. |
| Published in: |
Annals of operations research. - Dordrecht, The Netherlands : Springer Nature B.V., ISSN 0254-5330, ZDB-ID 252629-3. - Vol. 176.2010, p. 293-309
|
| Subject: | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Risikomaß | Risk measure | Theorie | Theory | Risiko | Risk | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| 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/10003964894