A comparison of conditional and unconditional approaches in value-at-risk estimation
by Pilsun Choi and Insik Min
| Year of publication: |
2011
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|---|---|
| Authors: | Choi, Pilsun ; Min, Insik |
| Published in: |
The Japanese economic review : the journal of the Japanese Economic Association. - Richmond, Vic. : Wiley, ISSN 1352-4739, ZDB-ID 1335724-4. - Vol. 62.2011, 1, p. 99-115
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| Subject: | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Statistische Verteilung | Statistical distribution | Schätzung | Estimation | Welt | World | 1980-2000 |
| 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/10009158509