On the appropriateness of inappropriate VaR models
by Wolfgang Härdle, Zdeněk Hlávka an dGerhard Stahl
| Year of publication: |
2006
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|---|---|
| Authors: | Härdle, Wolfgang ; Hlávka, Zdeněk ; Stahl, Gerhard |
| Published in: |
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society. - Heidelberg : Physica-Verl., ISSN 0002-6018, ZDB-ID 442-X. - Vol. 90.2006, 2, p. 273-297
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| Subject: | Modellierung | Scientific modelling | Theorie | Theory | Risikomaß | Risk measure |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003328297