ESTIMATION RISK IN GARCH VaR AND ES ESTIMATES

Gespeichert in:

Autor*in:	Gao, Feng [verfasserIn] Song, Fengming

Format:	Artikel

Erschienen:	2008

Umfang:	21

Übergeordnetes Werk:	Enthalten in: Econometric theory - Cambridge : Cambridge Univ. Press, 1985, 24(2008), 5, Seite 1404-1424
Übergeordnetes Werk:	volume:24 ; year:2008 ; number:5 ; pages:1404-1424 ; extent:21

Katalog-ID:	OLC1798678888

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