Value at risk: teoría y aplicaciones
Year of publication: |
2001
|
---|---|
Authors: | Johnson, Christian |
Published in: |
Estudios de economía. - Santiago, ISSN 0304-2758, ZDB-ID 440405-1. - Vol. 28.2001, 2, p. 217-247
|
Subject: | ARCH-Modell | ARCH model | Volatilität | Volatility | Theorie | Theory | Chile | Risikomaß | Risk measure |
Extent: | graph. Darst |
---|---|
Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | Spanish |
Notes: | Zsfassung in engl. Sprache In: Estudios de economía |
Source: | ECONIS - Online Catalogue of the ZBW |
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