Value-at-risk : an analysis of January and non-January returns
Year of publication: |
2008
|
---|---|
Authors: | Huffman, Stephen P. ; Moll, Cliff |
Published in: |
Quarterly journal of finance & accounting : QJFA. - Omaha, Neb. : Creighton Univ., ISSN 1939-8123, ZDB-ID 2432432-2. - Vol. 47.2008, 1, p. 97-107
|
Subject: | Risikomaß | Risk measure | Kapitaleinkommen | Capital income | Intertemporale Entscheidung | Intertemporal choice | Volatilität | Volatility | 1985-2003 |
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