Tales from the unit interval : backtesting, forecasting and modeling
by Thor Pajhede Nielsen
| Year of publication: |
May 2017
|
|---|---|
| Authors: | Nielsen, Thor Pajhede |
| Publisher: |
Copenhagen : Department of Economics, University of Copenhagen |
| Subject: | Risikomaß | Risk measure | Prognoseverfahren | Forecasting model | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Stetige Verteilung | Continuous distribution | Risikomanagement | Risk management | Kreditrisiko | Credit risk | Marktrisiko | Market risk | Theorie | Theory |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | 91 Seiten Illustrationen |
|---|---|
| Series: | PhD series / Department of Economics, University of Copenhagen. - Copenhagen : [Verlag nicht ermittelbar], ISSN 2245-8174, ZDB-ID 2432245-3. - Vol. no. 187 Ph.D-afhandling / Økonomisk Institut, Københavns Universitet. - København, ZDB-ID 2229547-1. - Vol. no. 239 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Graue Literatur ; Non-commercial literature ; Sammlung ; Collection of articles written by one author |
| Language: | English |
| Thesis: | Dissertation, University of Copenhagen, 2017 |
| Notes: | Enthält 3 Beiträge Zusammenfassung in dänischer Sprache |
| ISBN: | 978-87-93428-10-2 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011654061