Backtesting the Tail Risk of VaR in Holding US Dollars
Year of publication: |
2008
|
---|---|
Authors: | Wong, Woon K. |
Publisher: |
[S.l.] : SSRN |
Subject: | Risikomanagement | Risk management | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | US-Dollar | US dollar | VAR-Modell | VAR model | USA | United States | Schätzung | Estimation | Währungssubstitution | Currency substitution | Statistischer Test | Statistical test |
Extent: | 1 Online-Ressource (27 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Applied Financial Economics |
Classification: | C53 - Forecasting and Other Model Applications ; G32 - Financing Policy; Capital and Ownership Structure |
Source: | ECONIS - Online Catalogue of the ZBW |
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