An extreme value approach to estimating volatility and value at risk
Turan G. Bali
| Year of publication: |
2003
|
|---|---|
| Authors: | Bali, Turan G. |
| Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 76.2003, 1, p. 83-108
|
| Subject: | Staatspapier | Government securities | Kapitaleinkommen | Capital income | Zinsstruktur | Yield curve | Volatilität | Volatility | Schätzung | Estimation | USA | United States | Statistische Verteilung | Statistical distribution | Risikomaß | Risk measure | 1954-1998 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of business |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001743598