Risk quantification in turmoil markets
Year of publication: |
August 2017
|
---|---|
Authors: | Díaz Pérez, Antonio ; García-Donato, Gonzalo ; Mora-Valencia, Andrés |
Published in: |
Risk management : a journal of risk, crisis and disaster. - Basingstoke : Palgrave Macmillan, ISSN 1460-3799, ZDB-ID 2227982-9. - Vol. 19.2017, 3, p. 202-224
|
Subject: | Backtesting | VaR | g-and-h | Alpha-stable | EVT-POT | Theorie | Theory | Risikomaß | Risk measure | VAR-Modell | VAR model | Risikomanagement | Risk management | Statistischer Test | Statistical test |
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