Value-at-risk models
Year of publication: |
2009
|
---|---|
Authors: | Christoffersen, Peter F. |
Published in: |
Handbook of financial time series. - Berlin, Heidelberg : Springer, ISBN 3-540-71296-8. - 2009, p. 753-766
|
Subject: | Risikomaß | Risk measure | Theorie | Theory | Risikomanagement | Risk management |
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