Value at risk for interest rate-dependent securities
Nusret Cakici and Kevin R. Foster
| Year of publication: |
2003
|
|---|---|
| Authors: | Cakici, Nusret ; Foster, Kevin R. |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 12.2002, 4, p. 81-95
|
| Subject: | ARCH-Modell | ARCH model | Zins | Interest rate | Risikomaß | Risk measure |
| 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/10001774645