ARCH factor: a new methodology to estimate value at risk
J. David Cabedo and Ismael Moya
| Year of publication: |
2000
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|---|---|
| Authors: | Cabedo, J. David ; Moya, Ismael |
| Published in: |
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]. - Heidelberg [u.a.] : Physica-Verlag, ISBN 3-7908-1282-X. - 2000, p. 93-110
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| Subject: | Risiko | Risk | ARCH-Modell | ARCH model | Theorie | Theory | Risikomaß | Risk measure | Varianzanalyse | Analysis of variance |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | In: Financial modelling |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001484965