Worst VaR scenarios : a remark
Roger J. A. Laeven
| Year of publication: |
2009
|
|---|---|
| Authors: | Laeven, Roger J. A. |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 44.2009, 2, p. 159-163
|
| Subject: | VAR-Modell | VAR model | Szenariotechnik | Scenario analysis | Risikomaß | Risk measure | Theorie | Theory | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009517647