Correlation Breakdown and the Influence of Correlations on VaR
Year of publication: |
2014
|
---|---|
Authors: | Nawroth, Andreas |
Other Persons: | Anfuso, Fabrizio (contributor) ; Akesson, Fredrik (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Korrelation | Correlation | Theorie | Theory | VAR-Modell | VAR model |
Extent: | 1 Online-Ressource (23 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 16, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2425515 [DOI] |
Classification: | C02 - Mathematical Methods ; c46 ; C52 - Model Evaluation and Testing ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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