From value at risk to stress testing: the extreme value approach
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
London
CEPR
1999
|
| Schriftenreihe: | Centre for Economic Policy Research <London>: Discussion paper series
2161 : Financial economics |
| Schlagworte: | |
| Beschreibung: | Auch als el. Ress. verfügbar |
| Beschreibung: | 52 S. graph. Darst. |
Internformat
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Datensatz im Suchindex
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| author | Longin, François M. |
| author_facet | Longin, François M. |
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| id | DE-604.BV012660899 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:31:27Z |
| institution | BVB |
| language | English |
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| oclc_num | 41969485 |
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| physical | 52 S. graph. Darst. |
| publishDate | 1999 |
| publishDateSearch | 1999 |
| publishDateSort | 1999 |
| publisher | CEPR |
| record_format | marc |
| series | Centre for Economic Policy Research <London>: Discussion paper series |
| series2 | Centre for Economic Policy Research <London>: Discussion paper series |
| spelling | Longin, François M. Verfasser aut From value at risk to stress testing the extreme value approach François M. Longin London CEPR 1999 52 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Centre for Economic Policy Research <London>: Discussion paper series 2161 : Financial economics Auch als el. Ress. verfügbar Riesgo (Finanzas) - Modelos econométricos Extreme value theory Risk Centre for Economic Policy Research <London>: Discussion paper series 2161 : Financial economics (DE-604)BV023545932 2161 |
| spellingShingle | Longin, François M. From value at risk to stress testing the extreme value approach Centre for Economic Policy Research <London>: Discussion paper series Riesgo (Finanzas) - Modelos econométricos Extreme value theory Risk |
| title | From value at risk to stress testing the extreme value approach |
| title_auth | From value at risk to stress testing the extreme value approach |
| title_exact_search | From value at risk to stress testing the extreme value approach |
| title_full | From value at risk to stress testing the extreme value approach François M. Longin |
| title_fullStr | From value at risk to stress testing the extreme value approach François M. Longin |
| title_full_unstemmed | From value at risk to stress testing the extreme value approach François M. Longin |
| title_short | From value at risk to stress testing |
| title_sort | from value at risk to stress testing the extreme value approach |
| title_sub | the extreme value approach |
| topic | Riesgo (Finanzas) - Modelos econométricos Extreme value theory Risk |
| topic_facet | Riesgo (Finanzas) - Modelos econométricos Extreme value theory Risk |
| volume_link | (DE-604)BV023545932 |
| work_keys_str_mv | AT longinfrancoism fromvalueatrisktostresstestingtheextremevalueapproach |