Modeling value at risk of financial holding company : time varying vs. traditional models
Year of publication: |
2010
|
---|---|
Authors: | Su, Yong-chern ; Huang, Han-Ching ; Wang, Serena |
Published in: |
Banks and bank systems : international research journal. - Sumy : Publishing Company Business Perspectives, ISSN 1816-7403, ZDB-ID 2395896-0. - Vol. 5.2010, 1, p. 76-86
|
Subject: | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Finanzsektor | Financial sector | Ökonometrisches Modell | Econometric model | Theorie | Theory |
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