Value at risk for a mixture of normal distributions : the use of quasi-Bayesian estimation techniques
Subu Venkataraman
| Year of publication: |
1997
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|---|---|
| Authors: | Venkataraman, Subu |
| Published in: |
Economic perspectives. - Chicago, Ill. : Research Dept. of the Federal Reserve Bank, ISSN 0164-0682, ZDB-ID 436733-9. - Vol. 21.1997, 2, p. 2-13
|
| Subject: | Risiko | Risk | Bankrisiko | Bank risk | Risikomanagement | Risk management | Index | Index number | Schätztheorie | Estimation theory | Theorie | Theory | Schätzung | Estimation | Wechselkurs | Exchange rate | Volatilität | Volatility | USA | United States | 1978-1996 |
| 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/10001218351