A comparison of some univariate models for value-at-risk and expected shortfall:
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Bonn
SFB 611
2006
|
| Schriftenreihe: | Sonderforschungsbereich 611, Singuläre Phänomene und Skalierung in Mathematischen Modellen
266 |
| Beschreibung: | 34 S. |
Internformat
MARC
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Datensatz im Suchindex
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| id | DE-604.BV021751780 |
| illustrated | Not Illustrated |
| index_date | 2024-07-02T15:32:23Z |
| indexdate | 2024-07-09T20:43:13Z |
| institution | BVB |
| language | English |
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| physical | 34 S. |
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| series | Sonderforschungsbereich 611, Singuläre Phänomene und Skalierung in Mathematischen Modellen |
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| spelling | Marinelli, Carlo Verfasser aut A comparison of some univariate models for value-at-risk and expected shortfall Carlo Marinelli, Stefano D'Addona, Svetlozar Rachev Bonn SFB 611 2006 34 S. txt rdacontent n rdamedia nc rdacarrier Sonderforschungsbereich 611, Singuläre Phänomene und Skalierung in Mathematischen Modellen 266 D'Addona, Stefano 1972- Verfasser (DE-588)132160250 aut Račev, Svetlozar T. 1951- Verfasser (DE-588)12022979X aut Sonderforschungsbereich 611, Singuläre Phänomene und Skalierung in Mathematischen Modellen 266 (DE-604)BV014653850 266 |
| spellingShingle | Marinelli, Carlo D'Addona, Stefano 1972- Račev, Svetlozar T. 1951- A comparison of some univariate models for value-at-risk and expected shortfall Sonderforschungsbereich 611, Singuläre Phänomene und Skalierung in Mathematischen Modellen |
| title | A comparison of some univariate models for value-at-risk and expected shortfall |
| title_auth | A comparison of some univariate models for value-at-risk and expected shortfall |
| title_exact_search | A comparison of some univariate models for value-at-risk and expected shortfall |
| title_exact_search_txtP | A comparison of some univariate models for value-at-risk and expected shortfall |
| title_full | A comparison of some univariate models for value-at-risk and expected shortfall Carlo Marinelli, Stefano D'Addona, Svetlozar Rachev |
| title_fullStr | A comparison of some univariate models for value-at-risk and expected shortfall Carlo Marinelli, Stefano D'Addona, Svetlozar Rachev |
| title_full_unstemmed | A comparison of some univariate models for value-at-risk and expected shortfall Carlo Marinelli, Stefano D'Addona, Svetlozar Rachev |
| title_short | A comparison of some univariate models for value-at-risk and expected shortfall |
| title_sort | a comparison of some univariate models for value at risk and expected shortfall |
| volume_link | (DE-604)BV014653850 |
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