Modellrisiko = Spezifikation + Validierung
Year of publication: |
2011-03
|
---|---|
Authors: | Stahl, Gerhard ; Sibbertsen, Philipp ; Bertram, Philip |
Institutions: | Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover |
Subject: | Modellrisiko | multivariate Zeitreihenmodelle | Wilkie-Modell |
Extent: | application/pdf |
---|---|
Series: | Hannover Economic Papers (HEP). - ISSN 0949-9962. |
Type of publication: | Book / Working Paper |
Notes: | 28 pages |
Classification: | C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General ; G12 - Asset Pricing |
Source: |
-
Stahl, Gerhard, (2011)
-
Apergis, Nicholas, (2015)
-
Repo Market – A Tool to Manage Liquidity in Financial Institutions
Nath, Golaka, (2013)
- More ...
-
About the Impact of Model Risk on Capital Reserves: A Quantitative Analysis.
Bertram, Philip, (2011)
-
Sibbertsen, Philipp, (2008)
-
About the impact of model risk on capital reserves: A quantitative analysis
Bertram, Philip, (2011)
- More ...