Vector autoregression modelling tools for asset liability management
Norman R. Swanson, Joseph R. Fairchild and Hal W. Pedersen
| Year of publication: |
2003
|
|---|---|
| Authors: | Swanson, Norman R. ; Fairchild, Joseph R. ; Pedersen, Hal W. |
| Published in: |
Asset and liability management tools. - London : Risk, ISBN 1-904339-06-9. - 2003, p. 235-249
|
| Subject: | Theorie | Theory | VAR-Modell | VAR model | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002169357