A new perspective on daily value at risk estimates
Year of publication: |
2012
|
---|---|
Authors: | Dryver, Arthur L. ; Nathaphan, Sarayut |
Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 4.2012, 4, p. 114-120
|
Subject: | Schätzung | Estimation | Risikomaß | Risk measure | ARCH-Modell | ARCH model | Inflationserwartung | Inflation expectations | Theorie der Arbeitslosigkeit | Unemployment theory |
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