Selection of value-at-risk models
Year of publication: |
2003
|
---|---|
Authors: | Sarma, Mandira ; Thomas, Susan ; Shah, Ajay |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 22.2003, 4, p. 337-358
|
Subject: | Vergleich | Comparison | Risikomaß | Risk measure |
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