Hochschulschrift
Bedingte Schätzung von Value at Risk und Expected Shortfall
- Weitere Titel
-
Conditional estimation of value at risk and expected shortfall
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Deutsch
- Anmerkungen
-
Erlangen, Friedrich-Alexander-Universität Erlangen-Nürnberg (FAU), Diss., 2014
- Schlagwort
-
Value at Risk
Kreditmarkt
ARCH-Prozess
Value at Risk
Prognoseverfahren
Ausreißer
Nichtparametrisches Verfahren
Simulation
Statistischer Test
:z Geschichte 2011-2011
Value at Risk, Expected Shortfall, Nichtparametrische Statistik, Extremwerttheorie, Risikomaße, Backtesting, Finanzmarktdaten
Deutschland
- Ereignis
-
Veröffentlichung
- (wo)
-
Erlangen
- (wer)
-
Friedrich-Alexander-Universität Erlangen-Nürnberg (FAU)
- (wann)
-
2015
- Urheber
- Beteiligte Personen und Organisationen
- URN
-
urn:nbn:de:bvb:29-opus4-57336
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:50 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Hochschulschrift
Beteiligte
- Schaudeck, Alexander
- Klein, Ingo
- Friedrich-Alexander-Universität Erlangen-Nürnberg (FAU)
Entstanden
- 2015
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