Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Frankfurt am Main
Europ. Central Bank
2008
|
| Schriftenreihe: | Working paper series / European Central Bank
957 |
| Schlagworte: | |
| Beschreibung: | 38 S. |
Internformat
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| id | DE-604.BV035337990 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T21:31:36Z |
| institution | BVB |
| language | English |
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| physical | 38 S. |
| publishDate | 2008 |
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| publisher | Europ. Central Bank |
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| spelling | White, Halbert 1950-2012 Verfasser (DE-588)121759946 aut Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR by Halbert White, Tae-Hwan Kim and Simone Manganelli Frankfurt am Main Europ. Central Bank 2008 38 S. txt rdacontent n rdamedia nc rdacarrier Working paper series / European Central Bank 957 Value at Risk swd European Central Bank Working paper series 957 (DE-604)BV012681744 957 |
| spellingShingle | White, Halbert 1950-2012 Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR Value at Risk swd |
| title | Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR |
| title_auth | Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR |
| title_exact_search | Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR |
| title_full | Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR by Halbert White, Tae-Hwan Kim and Simone Manganelli |
| title_fullStr | Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR by Halbert White, Tae-Hwan Kim and Simone Manganelli |
| title_full_unstemmed | Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR by Halbert White, Tae-Hwan Kim and Simone Manganelli |
| title_short | Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR |
| title_sort | modeling autoregressive conditional skewness and kurtosis with multi quantile caviar |
| topic | Value at Risk swd |
| topic_facet | Value at Risk |
| volume_link | (DE-604)BV012681744 |
| work_keys_str_mv | AT whitehalbert modelingautoregressiveconditionalskewnessandkurtosiswithmultiquantilecaviar |