On the risk evaluation method based on the market model
Year of publication: |
2014
|
---|---|
Authors: | Kijima, Masaaki ; Muromachi, Yukio |
Published in: |
Nonlinear economic dynamics and financial modelling : essays in honour of Carl Chiarella. - Cham : Springer, ISBN 978-3-319-07469-6. - 2014, p. 253-273
|
Subject: | Yen | Öffentliche Anleihe | Public bond | Zins | Interest rate | Prognoseverfahren | Forecasting model | Hauptkomponentenanalyse | Principal component analysis | Monte-Carlo-Simulation | Monte Carlo simulation | 1999-2013 |
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