A corrected Value-at-Risk predictor
Carl Lönnbark
| Year of publication: |
2010
|
|---|---|
| Authors: | Lönnbark, Carl |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 17.2010, 10/12, p. 1193-1196
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| Subject: | Risikomaß | Risk measure | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Risikomanagement | Risk management | ARCH-Modell | ARCH model |
| Extent: | graph. Darst. |
|---|---|
| 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/10008699136