Quantifying the uncertainty in VaR and expected shortfall estimates
Year of publication: |
2013
|
---|---|
Authors: | Stanescu, Silvia ; Tunaru, Radu |
Published in: |
Handbook of research methods and applications in empirical finance. - Cheltenham, UK : Edward Elgar, ISBN 978-1-78254-017-5. - 2013, p. 357-372
|
Subject: | Risikomaß | Risk measure | Risikomanagement | Risk management | Risiko | Risk |
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