A value-at-risk approach with kernel estimator
Alex YiHou Huang
| Year of publication: |
2009
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|---|---|
| Authors: | Huang, Alex |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 19.2009, 4/6, p. 379-395
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| Subject: | Risikomaß | Risk measure | Schätztheorie | Estimation theory | Schätzung | Estimation |
| 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/10003828521