A comparison of value-at-risk models in finance
Simone Manganelli and Robert F. Engle
| Year of publication: |
2004
|
|---|---|
| Authors: | Manganelli, Simone ; Engle, Robert F. |
| Published in: |
Risk measures for the 21st century. - Chichester [u.a.] : Wiley, ISBN 0-470-86154-1. - 2004, p. 123-144
|
| Subject: | Risikomaß | Risk measure | Theorie | Theory | Vergleich | Comparison | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002081530