Unconditional and conditional modeling of non-normal return densities : with application to risk measurement
von Elion Indris Alexander Chin
| Year of publication: |
1999
|
|---|---|
| Authors: | Chin, Elion |
| Publisher: |
Bern : Haupt |
| Subject: | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Schätzung | Estimation | Theorie | Theory | Aktienrendite | Volatilität | GARCH-Prozess | Risiko | Messung |
| Description of contents: | Table of Contents [external.dandelon.com] |
| Extent: | XX, 181 S graph, Darst., Tab 23 cm |
|---|---|
| Series: | Bank- und finanzwirtschaftliche Forschungen. - Bern : Haupt, ZDB-ID 1226056-3. - Vol. 307 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Zugl.: St. Gallen, Univ., Diss., 1999 |
| ISBN: | 3-258-06100-9 |
| Classification: | Investition, Finanzierung ; Geld, Inflation, Kapitalmarkt ; Methoden und Techniken der Betriebswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001402965