Econometric modeling of value-at-risk:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New York
Nova Science Publishers
c2009
|
| Schriftenreihe: | Financial institutions and services
|
| Schlagworte: | |
| Online-Zugang: | FAW01 FAW02 Volltext |
| Beschreibung: | Includes bibliographical references and index Value at risk -- Expected shortfall -- VaR and ES modeling -- Liquidity adjusted value-at-risk -- Backtesting value-at-risk |
| Beschreibung: | 1 Online-Ressource (vi, 83 p.) |
| ISBN: | 1607410400 1613245076 9781607410409 9781613245071 |
Internformat
MARC
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| 650 | 7 | |a BUSINESS & ECONOMICS / Economics / Microeconomics |2 bisacsh | |
| 650 | 4 | |a Wirtschaft | |
| 650 | 4 | |a Ökonometrisches Modell | |
| 650 | 4 | |a Risk management |x Econometric models | |
| 650 | 4 | |a Value |x Econometric models | |
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Datensatz im Suchindex
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| author | Angelidis, Timotheos |
| author_facet | Angelidis, Timotheos |
| author_role | aut |
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| author_variant | t a ta |
| building | Verbundindex |
| bvnumber | BV043127241 |
| collection | ZDB-4-EBA |
| ctrlnum | (OCoLC)740435882 (DE-599)BVBBV043127241 |
| dewey-full | 338.501/5195 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 338 - Production |
| dewey-raw | 338.501/5195 |
| dewey-search | 338.501/5195 |
| dewey-sort | 3338.501 45195 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV043127241 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:18:16Z |
| institution | BVB |
| isbn | 1607410400 1613245076 9781607410409 9781613245071 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028551432 |
| oclc_num | 740435882 |
| open_access_boolean | |
| owner | DE-1046 DE-1047 |
| owner_facet | DE-1046 DE-1047 |
| physical | 1 Online-Ressource (vi, 83 p.) |
| psigel | ZDB-4-EBA ZDB-4-EBA FAW_PDA_EBA |
| publishDate | 2009 |
| publishDateSearch | 2009 |
| publishDateSort | 2009 |
| publisher | Nova Science Publishers |
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| series2 | Financial institutions and services |
| spelling | Angelidis, Timotheos Verfasser aut Econometric modeling of value-at-risk Timotheos Angelidis and Stavros Degiannakis New York Nova Science Publishers c2009 1 Online-Ressource (vi, 83 p.) txt rdacontent c rdamedia cr rdacarrier Financial institutions and services Includes bibliographical references and index Value at risk -- Expected shortfall -- VaR and ES modeling -- Liquidity adjusted value-at-risk -- Backtesting value-at-risk BUSINESS & ECONOMICS / Economics / Microeconomics bisacsh Wirtschaft Ökonometrisches Modell Risk management Econometric models Value Econometric models Degiannakis, Stavros Sonstige oth http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=375849 Aggregator Volltext |
| spellingShingle | Angelidis, Timotheos Econometric modeling of value-at-risk BUSINESS & ECONOMICS / Economics / Microeconomics bisacsh Wirtschaft Ökonometrisches Modell Risk management Econometric models Value Econometric models |
| title | Econometric modeling of value-at-risk |
| title_auth | Econometric modeling of value-at-risk |
| title_exact_search | Econometric modeling of value-at-risk |
| title_full | Econometric modeling of value-at-risk Timotheos Angelidis and Stavros Degiannakis |
| title_fullStr | Econometric modeling of value-at-risk Timotheos Angelidis and Stavros Degiannakis |
| title_full_unstemmed | Econometric modeling of value-at-risk Timotheos Angelidis and Stavros Degiannakis |
| title_short | Econometric modeling of value-at-risk |
| title_sort | econometric modeling of value at risk |
| topic | BUSINESS & ECONOMICS / Economics / Microeconomics bisacsh Wirtschaft Ökonometrisches Modell Risk management Econometric models Value Econometric models |
| topic_facet | BUSINESS & ECONOMICS / Economics / Microeconomics Wirtschaft Ökonometrisches Modell Risk management Econometric models Value Econometric models |
| url | http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=375849 |
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