Hochschulschrift
Bedingte Schätzung von Value at Risk und Expected Shortfall
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Maße
-
30 cm
- Umfang
-
XII, 151 S.
- Sprache
-
Deutsch
- Anmerkungen
-
graph. Darst.
Erlangen, Nürnberg, Univ., Diss., 2014
- Schlagwort
-
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
- Urheber
- Inhaltsverzeichnis
- Rechteinformation
-
Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.
- Letzte Aktualisierung
-
11.06.2025, 13:34 MESZ
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
Ähnliche Objekte (12)
Bedingte Schätzung von Value at Risk und Expected Shortfall
Backtesting value at risk and expected shortfall
Expected Value
Value-at-Risk and expected shortfall for rare events
Value-at-Risk and expected shortfall for rare events
On Expected Present Value Vs. Expected Future Value: Further Remarks
Expected net present value, expected net future value, and the Ramsey rule
A fast, accurate method for value-at-risk and expected shortfall
Value-at-Risk and Expected Shortfall when there is long range dependence
Value-at-risk and expected shortfall when there is long range dependence
On exactitude in financial regulation: Value-at-risk, expected shortfall, and expectiles
Risk, Uncertainty, and Expected Returns
Bedingte Schätzung von Value at Risk und Expected Shortfall
Backtesting value at risk and expected shortfall
Expected Value
Value-at-Risk and expected shortfall for rare events
Value-at-Risk and expected shortfall for rare events
On Expected Present Value Vs. Expected Future Value: Further Remarks
Expected net present value, expected net future value, and the Ramsey rule
A fast, accurate method for value-at-risk and expected shortfall
Value-at-Risk and Expected Shortfall when there is long range dependence
Value-at-risk and expected shortfall when there is long range dependence
On exactitude in financial regulation: Value-at-risk, expected shortfall, and expectiles
Risk, Uncertainty, and Expected Returns
Bedingte Schätzung von Value at Risk und Expected Shortfall
Backtesting value at risk and expected shortfall
Expected Value
Value-at-Risk and expected shortfall for rare events
Value-at-Risk and expected shortfall for rare events
On Expected Present Value Vs. Expected Future Value: Further Remarks
Expected net present value, expected net future value, and the Ramsey rule
A fast, accurate method for value-at-risk and expected shortfall
Value-at-Risk and Expected Shortfall when there is long range dependence
Value-at-risk and expected shortfall when there is long range dependence
On exactitude in financial regulation: Value-at-risk, expected shortfall, and expectiles