Value at Risk (VaR) models : a comparative analysis of parametric and non parametric approaches
BNL, Direzione Comunicazione, Ufficio Scenari Economici. A cura di: Giovanni Ajassa; Stefano Ambrosetti; Giovanni Nicola De Vito
| Year of publication: |
1998
|
|---|---|
| Other Persons: | Ajassa, Giovanni (contributor) ; Ambrosetti, Stefano (contributor) ; DeVito, Giovanni Nicola (contributor) |
| Institutions: | Banca nazionale del lavoro / Ufficio studi (contributor) ; Banca nazionale del lavoro / Ufficio scenari economici (contributor) |
| Publisher: |
Roma : BNL Ed. |
| Subject: | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Nichtparametrisches Verfahren | Nonparametric statistics | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Theorie | Theory | Italien | Italy | 1996-1997 |
| Extent: | 24, [2] S graph. Darst |
|---|---|
| Series: | Problemi e analisi. - Roma, ZDB-ID 1332302-7. - Vol. 98,4 |
| 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 |
Persistent link: https://www.econbiz.de/10001435254