Estimation of value-at-risk under jump dynamics and asymmetric information
Chien-Liang Chiu, Ming-Chih Lee and Jui-Cheng Hung
| Year of publication: |
2005
|
|---|---|
| Authors: | Chiu, Chien-liang ; Lee, Ming-chih ; Hung, Jui-cheng |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 15.2005, 15, p. 1095-1106
|
| Subject: | Risikomaß | Risk measure | Schätzung | Estimation | Börsenkurs | Share price | Asymmetrische Information | Asymmetric information | Aktienindex | Stock index | Wechselkurs | Exchange rate | USA | United States | Japan | 1990-1999 |
| 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/10003213436