Showing 1 - 10 of 63
Persistent link: https://www.econbiz.de/10001441337
Persistent link: https://www.econbiz.de/10001626397
Persistent link: https://www.econbiz.de/10001415135
Persistent link: https://www.econbiz.de/10002372839
Value at Risk has become the standard measure of market risk employed by financial institutions for both internal and regulatory purposes. Despite its conceptual simplicity, its measurement is a very challenging statistical problem and none of the methodologies developed so far give satisfactory...
Persistent link: https://www.econbiz.de/10013218406
Persistent link: https://www.econbiz.de/10013434378
Persistent link: https://www.econbiz.de/10000841635
Persistent link: https://www.econbiz.de/10000790825
Persistent link: https://www.econbiz.de/10001016525
Persistent link: https://www.econbiz.de/10001145819