Value at risk with high frequency data
E. Barucci, R. Renò
| Year of publication: |
2002
|
|---|---|
| Authors: | Barucci, Emilio ; Renò, R. |
| Published in: |
New trends in banking management : with 42 tables. - Heidelberg [u.a.] : Physica-Verl., ISBN 3-7908-1488-1. - 2002, p. 223-231
|
| Subject: | Volatilität | Volatility | ARCH-Modell | ARCH model | Schätzung | Estimation | Wechselkurs | Exchange rate | Theorie | Theory | US-Dollar | US dollar | Deutschland | Germany | Japan | Risikomaß | Risk measure |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | Literaturangaben In: New trends in banking management |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001703812