The CAPM and value at risk at different time-scales
Viviana Fernandez
| Year of publication: |
2006
|
|---|---|
| Authors: | Fernández, Viviana |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 15.2006, 3, p. 203-219
|
| Subject: | CAPM | Risikomaß | Risk measure | Zustandsraummodell | State space model | Chile | 1997-2002 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003348571