Extent: | Online-Ressource (XIX, 145 p. 45 illus, online resource) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Description based upon print version of record Risk measures and their propertiesElicitability -- Backtesting (VaR and ES) -- Empirical Analysis -- MATLAB code. |
ISBN: | 978-3-658-11908-9 ; 978-3-658-11907-2 |
Other identifiers: | 10.1007/978-3-658-11908-9 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014018353