Uncertainty in historical value-at-risk : an alternative quantile-based risk measure
Dominique Guégan, Bertrand Hassani, and Kehan Li
| Year of publication: |
2017
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| Authors: | Guégan, Dominique ; Hassani, Bertrand ; Li, Kehan |
| Published in: |
Mathematical and statistical methods for actuarial sciences and finance : MAF 2016. - Cham, Switzerland : Springer Nature, ISBN 978-3-319-50233-5. - 2017, p. 119-128
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| Subject: | Risiko | Risk | Risikomaß | Risk measure | Messung | Measurement | Theorie | Theory | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-3-319-50234-2_10 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012098775