Using approximate results for validating value-at-risk
Jimmy Hong; John Knight; Steve Satchell; Bernd Scherer
| Year of publication: |
2010
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|---|---|
| Authors: | Hong, Jimmy ; Knight, John L. ; Satchell, Stephen ; Scherer, Bernd |
| Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 4.2010/11, 3, p. 69-81
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| Subject: | Risikomaß | Risk measure | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation |
| 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/10008699876