Model Uncertainty and VaR Aggregation
Year of publication: |
2014
|
---|---|
Authors: | Embrechts, Paul |
Other Persons: | Puccetti, Giovanni (contributor) ; Rüschendorf, Ludger (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Theorie | Theory | VAR-Modell | VAR model | Aggregation | Risiko | Risk | Modellierung | Scientific modelling | Risikomaß | Risk measure | Prognoseverfahren | Forecasting model | Entscheidung unter Unsicherheit | Decision under uncertainty |
Extent: | 1 Online-Ressource (19 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Banking and Finance, Vol. 37, No. 8, 2013 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2013 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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