Analysis of financial risks in a GARCH framework
Monica Ahlstedt
| Year of publication: |
1998
|
|---|---|
| Authors: | Ahlstedt, Monica |
| Publisher: |
Helsinki : Suomen Pankki |
| Subject: | Value at Risk | Volatilität | Zeitabhängige Methode | GARCH-Prozess |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
| Extent: | 179 S. : graph. Darst. |
|---|---|
| Series: | Bank of Finland studies / E, Scientific monographs. - Helsinki, ISSN 1238-1691. - Vol. 11 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 951-686-575-5 |
| Classification: | Methoden und Techniken der Betriebswirtschaft ; Investition, Finanzierung |
| Source: |
Persistent link: https://www.econbiz.de/10004186455