Horizon problems and extreme events in financial risk management
Year of publication: |
1998
|
---|---|
Authors: | Christoffersen, Peter F. |
Other Persons: | Diebold, Francis X. (contributor) ; Schuermann, Til (contributor) |
Published in: |
Economic policy review. - New York, NY, ISSN 1932-0426, ZDB-ID 1225436-8. - Vol. 4.1998, 3, p. 109-118
|
Subject: | Bankrisiko | Bank risk | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Theorie | Theory |
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