Uncertainty in Value-at-Risk Estimates Under Parametric and Non-Parametric Modeling
Year of publication: |
[2006]
|
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Authors: | Aussenegg, Wolfgang |
Other Persons: | Miazhynskaia, Tatiana (contributor) |
Publisher: |
[2006]: [S.l.] : SSRN |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Notes: | In: Financial Markets and Portfolio Management, Vol. 20, No. 3, pp. 243-264, 2006 Volltext nicht verfügbar |
Classification: | C11 - Bayesian Analysis ; C50 - Econometric Modeling. General ; G10 - General Financial Markets. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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