Comparison of methods for estimating the uncertainty of value at risk?
por: Santiago Gamba Santamaría, Oscar Fernando Jaulín Méndez, Luis Fernando Melo Velandia, Carlos Andrés Quicazán Moreno
| Year of publication: |
[2016]
|
|---|---|
| Authors: | Gamba Santamaría, Santiago ; Jaulín Méndez, Oscar Fernando ; Melo-Velandia, Luis Fernando ; Quicazán Moreno, Carlos Andrés |
| Publisher: |
Bogotá, Colombia : Banco de la Republica Colombia |
| Subject: | value at Risk | confidence intervals | data tilting | subsample bootstrap | Risikomaß | Risk measure | Schätztheorie | Estimation theory | Bootstrap-Verfahren | Bootstrap approach | Risiko | Risk |
| Extent: | 1 Online-Ressource (circa 24 Seiten) Illustrationen |
|---|---|
| Series: | Borradores de economía. - Bogotá, ZDB-ID 2729161-3. - Vol. núm. 927 (2016) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011580566