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person:"Wiedemann, Arnd"
subject:"Risikomanagement"
~isPartOf:"Journal of econometrics"
~person:"Andersen, Torben Juul"
~person:"Becker, Axel"
~person:"Engle, Robert F."
~subject:"Scenario simulation"
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Risikomanagement
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Wiedemann, Arnd
Andersen, Torben Juul
Becker, Axel
Engle, Robert F.
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Scenario generation for long run interest rate risk assessment
Engle, Robert F.
;
Roussellet, Guillaume
;
Siriwardane, …
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 333-347
Persistent link: https://www.econbiz.de/10011920512
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