A Practical Guide to Market Risk Model Validations (Part II - VaR Estimation)
Year of publication: |
2018
|
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Authors: | Abramov, Vilen |
Other Persons: | Khan, M. Kazim (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Risikomaß | Risk measure | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Risikomanagement | Risk management | Schätztheorie | Estimation theory | Portfolio-Management | Portfolio selection | ARCH-Modell | ARCH model |
Extent: | 1 Online-Ressource (70 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 30, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.3080557 [DOI] |
Classification: | C1 - Econometric and Statistical Methods: General ; C5 - Econometric Modeling |
Source: | ECONIS - Online Catalogue of the ZBW |
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