Stable models in risk management
Year of publication: |
2008
|
---|---|
Authors: | Olivares, Pablo |
Published in: |
New frontiers in enterprise risk management. - Berlin : Springer, ISBN 978-3-540-78641-2. - 2008, p. 113-124
|
Subject: | Risikomanagement | Risk management | Momentenmethode | Method of moments | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Monte-Carlo-Simulation | Monte Carlo simulation | Regressionsanalyse | Regression analysis | ARCH-Modell | ARCH model |
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