Evaluation of value-at-risk models using historical data
Year of publication: |
1996
|
---|---|
Authors: | Hendricks, Darryll |
Published in: |
Economic policy review. - New York, NY, ISSN 1932-0426, ZDB-ID 1225436-8. - Vol. 2.1996, 1, p. 39-69
|
Subject: | Bankrisiko | Bank risk | Risiko | Risk | Index | Index number | Kapitalanlage | Financial investment | Theorie | Theory | Schätzung | Estimation | Währungsmanagement | Foreign exchange management | USA | United States | 1983-1994 |
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