Regress Under Stress : A Simple Least-Squares Method for Integrating Economic Scenarios with Risk Simulations
Year of publication: |
2016
|
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Authors: | Rosen, Dan |
Other Persons: | Saunders, David (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Simulation | Theorie | Theory | Risiko | Risk |
Extent: | 1 Online-Ressource (31 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 2, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2699474 [DOI] |
Classification: | G10 - General Financial Markets. General ; C10 - Econometric and Statistical Methods: General. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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