Goodness-of-fit tests focus on value-at-risk estimation
Year of publication: |
2006
|
---|---|
Authors: | Barbachan, José Santiago Fajardo ; Ornelas, José Renato Haas ; Farias, Aquiles Rocha de |
Published in: |
Brazilian review of econometrics : the review of the Brazilian Econometric Society. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1980-2447, ZDB-ID 2125187-3. - Vol. 26.2006, 2, p. 309-326
|
Subject: | Risikomanagement | Risk management | Risikomaß | Risk measure | Statistischer Test | Statistical test | Schätztheorie | Estimation theory |
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