Econometric modeling and value-at-risk using the Pearson type-IV distribution
S. Stavroyiannis; I. Makris; V. Nikolaidis; L. Zarangas
| Year of publication: |
2012
|
|---|---|
| Authors: | Stavroyiannis, S. ; Makris, I. ; Nikolaidis, V. ; Zarangas, Leonidas P. |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 22.2012, p. 10-17
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| Subject: | Financial markets | Value-at-risk | GARCH model | Pearson type-IV distribution | ARCH-Modell | ARCH model | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | Finanzmarkt | Financial market | Theorie | Theory |
| Extent: | graph Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010219702