Value-at risk analysis of stock returns historical simulation, variance techniques or tail index estimation?
Year of publication: |
1999
|
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Authors: | Goorbergh, Rob Willem Jean van den ; Vlaar, Peter J. G. |
Publisher: |
Amsterdam |
Subject: | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Dividende | Dividend | Risiko | Risk | Schätzung | Estimation | Niederlande | Netherlands |
Extent: | 38 S graph. Darst |
---|---|
Series: | DNB staff reports. - Amsterdam : DNB, ZDB-ID 2127363-7. - Vol. 40 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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