Range-based models in estimating value-at-risk (VaR)
Year of publication: |
2008
|
---|---|
Authors: | Beronilla, Nikkin L. ; Mapa, Dennis S. |
Published in: |
The Philippine review of economics : a joint publication of the University of the Philippines, School of Economics and the Philippine Economic Society. - Quezon City, ISSN 1655-1516, ZDB-ID 2044224-5. - Vol. 45.2008, 2, p. 87-99
|
Subject: | Risikomaß | Risk measure | ARCH-Modell | ARCH model | Theorie | Theory |
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