Un test de validité de la Value at Risk
Christophe Hurlin; Sessi Tokpavi
| Year of publication: |
2007
|
|---|---|
| Authors: | Hurlin, Christophe ; Tokpavi, Sessi |
| Published in: |
Revue économique : revue bimestrielle. - Paris : Presses de Sciences Po, ISSN 0035-2764, ZDB-ID 208690-6. - Vol. 58.2007, 3, p. 599-608
|
| Subject: | Risikomaß | Risk measure | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | French |
| Notes: | Zsfassung in engl. Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003459676