Structural breaks and financial risk management
Marianna Valentinyi-Endrész
| Year of publication: |
2004
|
|---|---|
| Authors: | Valentinyi-Endrész, Marianna |
| Publisher: |
Budapest : Magyar Nemzeti Bank |
| Subject: | Kapitaleinkommen | Capital income | Aktienindex | Stock index | Volatilität | Volatility | Risikomanagement | Risk management | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model | Ungarn | Hungary | Risikomaß | Risk measure |
| Extent: | 53 S graph. Darst b |
|---|---|
| Series: | MNB working paper. - Budapest, ISSN 1419-5178, ZDB-ID 2223702-1. - Vol. 2004/11 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 44 - 49 Internetausg.: http://english.mnb.hu/Resource.aspx?ResourceID=mnbfile&resourcename=wp2004_11v |
| ISBN: | 963-9383-57-0 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002673975