Hybrid historical simulation VaR and ES: performance in developed and emerging markets
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Munich
CESifo
2009
|
| Schriftenreihe: | CESifo working papers
2820 : Category 12, Empirical and theoretical methods |
| Schlagworte: | |
| Beschreibung: | 35 S. |
Internformat
MARC
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Datensatz im Suchindex
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| author | Zikovic, Sasa Filer, Randall Keith |
| author_GND | (DE-588)129229539 |
| author_facet | Zikovic, Sasa Filer, Randall Keith |
| author_role | aut aut |
| author_sort | Zikovic, Sasa |
| author_variant | s z sz r k f rk rkf |
| building | Verbundindex |
| bvnumber | BV036037809 |
| classification_rvk | QB 910 |
| ctrlnum | (OCoLC)530396112 (DE-599)HBZHT016218181 |
| discipline | Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV036037809 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T22:09:56Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-018929753 |
| oclc_num | 530396112 |
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| physical | 35 S. |
| publishDate | 2009 |
| publishDateSearch | 2009 |
| publishDateSort | 2009 |
| publisher | CESifo |
| record_format | marc |
| series | CESifo working papers |
| series2 | CESifo working papers |
| spelling | Zikovic, Sasa Verfasser aut Hybrid historical simulation VaR and ES performance in developed and emerging markets Saša Žiković ; Randall K. Filer Munich CESifo 2009 35 S. txt rdacontent n rdamedia nc rdacarrier CESifo working papers 2820 : Category 12, Empirical and theoretical methods Bootstrap-Statistik (DE-588)4139168-8 gnd rswk-swf Hybridsimulation (DE-588)4268972-7 gnd rswk-swf Werttheorie (DE-588)4079190-7 gnd rswk-swf Value at Risk (DE-588)4519495-6 gnd rswk-swf Value at Risk (DE-588)4519495-6 s Hybridsimulation (DE-588)4268972-7 s Werttheorie (DE-588)4079190-7 s Bootstrap-Statistik (DE-588)4139168-8 s DE-604 Filer, Randall Keith Verfasser (DE-588)129229539 aut CESifo working papers 2820 : Category 12, Empirical and theoretical methods (DE-604)BV013978326 2820 |
| spellingShingle | Zikovic, Sasa Filer, Randall Keith Hybrid historical simulation VaR and ES performance in developed and emerging markets CESifo working papers Bootstrap-Statistik (DE-588)4139168-8 gnd Hybridsimulation (DE-588)4268972-7 gnd Werttheorie (DE-588)4079190-7 gnd Value at Risk (DE-588)4519495-6 gnd |
| subject_GND | (DE-588)4139168-8 (DE-588)4268972-7 (DE-588)4079190-7 (DE-588)4519495-6 |
| title | Hybrid historical simulation VaR and ES performance in developed and emerging markets |
| title_auth | Hybrid historical simulation VaR and ES performance in developed and emerging markets |
| title_exact_search | Hybrid historical simulation VaR and ES performance in developed and emerging markets |
| title_full | Hybrid historical simulation VaR and ES performance in developed and emerging markets Saša Žiković ; Randall K. Filer |
| title_fullStr | Hybrid historical simulation VaR and ES performance in developed and emerging markets Saša Žiković ; Randall K. Filer |
| title_full_unstemmed | Hybrid historical simulation VaR and ES performance in developed and emerging markets Saša Žiković ; Randall K. Filer |
| title_short | Hybrid historical simulation VaR and ES |
| title_sort | hybrid historical simulation var and es performance in developed and emerging markets |
| title_sub | performance in developed and emerging markets |
| topic | Bootstrap-Statistik (DE-588)4139168-8 gnd Hybridsimulation (DE-588)4268972-7 gnd Werttheorie (DE-588)4079190-7 gnd Value at Risk (DE-588)4519495-6 gnd |
| topic_facet | Bootstrap-Statistik Hybridsimulation Werttheorie Value at Risk |
| volume_link | (DE-604)BV013978326 |
| work_keys_str_mv | AT zikovicsasa hybridhistoricalsimulationvarandesperformanceindevelopedandemergingmarkets AT filerrandallkeith hybridhistoricalsimulationvarandesperformanceindevelopedandemergingmarkets |