Dependency modeling and value-at-risk forecasts for financial portfolios
Theo Berger
| Year of publication: |
2013
|
|---|---|
| Authors: | Berger, Theo |
| Publisher: |
Hamburg : Kovač |
| Subject: | dynamic conditional correlations | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Prognoseverfahren | Forecasting model | Multivariate Analyse | Multivariate analysis | Korrelation | Correlation | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Schätzung | Estimation | Europa | Europe | Kapitalmarkt | Marktrisiko | Value at Risk |
| Description of contents: | Table of Contents [gbv.de] ; Description [swbplus.bsz-bw.de] ; Description [verlagdrkovac.de] |
| Extent: | XIV, 163 S. graph. Darst. |
|---|---|
| Series: | Schriftenreihe Finanzmanagement. - Hamburg : Kovač, ISSN 1439-5266, ZDB-ID 2114385-7. - Vol. Bd. 95 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Zugl.: Bremen, Univ., Diss., 2012 |
| ISBN: | 978-3-8300-6980-5 ; 3-8300-6980-4 |
| Classification: | Geld, Inflation, Kapitalmarkt |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013432837