Exact inference in diagnosing Value-at-Risk estimates : a Monte Carlo device
Year of publication: |
2009
|
---|---|
Authors: | Herwartz, Helmut |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 103.2009, 3, p. 160-162
|
Subject: | Risikomaß | Risk measure | Statistischer Test | Statistical test | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
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