Interpreting Value at Risk (VaR) forecasts
Year of publication: |
2008
|
---|---|
Authors: | Gregory, Allan W. ; Reeves, Jonathan J. |
Published in: |
Economic systems. - Amsterdam [u.a.] : Elsevier, ISSN 0939-3625, ZDB-ID 1072886-7. - Vol. 32.2008, 2, p. 167-176
|
Subject: | Risikomaß | Risk measure |
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