Econometric modeling of value-at-risk:
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
New York
Nova Science Publishers
c2009
|
| Series: | Financial institutions and services
|
| Subjects: | |
| Online Access: | FAW01 FAW02 Volltext |
| Item Description: | Includes bibliographical references and index Value at risk -- Expected shortfall -- VaR and ES modeling -- Liquidity adjusted value-at-risk -- Backtesting value-at-risk |
| Physical Description: | 1 Online-Ressource (vi, 83 p.) |
| ISBN: | 1607410400 1613245076 9781607410409 9781613245071 |
Staff View
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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 |
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| physical | 1 Online-Ressource (vi, 83 p.) |
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| publishDate | 2009 |
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| 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 |
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