A benchmark for measuring bias in estimated daily value at risk
Year of publication: |
2002
|
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Authors: | Moosa, Imad A. ; Bollen, Bernard |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 11.2002, 1, p. 85-100
|
Subject: | Volatilität | Volatility | Systematischer Fehler | Bias | Schätzung | Estimation | USA | United States | Risikomaß | Risk measure | 1993-1995 |
Extent: | graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: International review of financial analysis |
Source: | ECONIS - Online Catalogue of the ZBW |
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