The cost of conservatism : extreme returns, value-at-risk, and the Basle "multiplication factor"
Year of publication: |
1998
|
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Authors: | Daníelsson, Jón ; Hartmann, Philipp ; Vries, Casper G. de |
Publisher: |
Rotterdam |
Subject: | Risikomanagement | Risk management | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
Extent: | 10 S. : graph. Darst |
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Series: | Report / Erasmus Center for Financial Research, Erasmus University. - Rotterdam, ZDB-ID 2183849-5. |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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