The importance of accurate risk modelling techniques for corporate ownders and managers : an application of distribution fitting to illiquid securities
Darren O'Connell; Barry O'Grady
| Year of publication: |
2014
|
|---|---|
| Authors: | O'Connell, Darren ; O'Grady, Barry |
| Published in: |
Corporate ownership & control : international scientific journal. - Sumy : Virtus Interpress, ISSN 1727-9232, ZDB-ID 2472114-1. - Vol. 11.2013/14, 2, p. 8-20
|
| Subject: | illiquid securities | risk modelling | corporate accountability | GARCH | Monte Carlo simulation | Value-At-Risk (VAR) | Basel AMA framework | Risikomanagement | Risk management | Risikomaß | Risk measure | Monte-Carlo-Simulation | ARCH-Modell | ARCH model | Basler Akkord | Basel Accord | Kreditrisiko | Credit risk | Bankrisiko | Bank risk | Theorie | Theory | Simulation |
| 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/10011337224