Understanding the estimation risks of value at risk
Donald R. Chambers, Michael A. Kelly, and Qin Lu
| Year of publication: |
2014
|
|---|---|
| Authors: | Chambers, Donald Robert ; Kelly, Michael A. ; Lu, Qin |
| Published in: |
The journal of alternative investments. - New York, NY : Pageant Media Ltd., ISSN 1520-3255, ZDB-ID 2049760-X. - Vol. 16.2013/14, 3, p. 64-85
|
| Subject: | Risikomaß | Risk measure | Messung | Measurement | Schätztheorie | Estimation theory |
| 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/10010248328