Unexpected tails in risk measurement : some international evidence
Konstantinos Tolikas
| Year of publication: |
2014
|
|---|---|
| Authors: | Tolikas, Konstantinos |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 40.2014, p. 476-493
|
| Subject: | Risk analysis | Extreme Value Theory | Value-at-Risk | Expected Shortfall | Fat tails | Risikomaß | Risk measure | Risikomanagement | Risk management | Ausreißer | Outliers | Risiko | Risk | Statistische Verteilung | Statistical distribution | ARCH-Modell | ARCH model | Portfolio-Management | Portfolio selection | Messung | Measurement | Theorie | 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/10010404698