- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- Dimensions
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30 cm
- Extent
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XII, 151 S.
- Language
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Deutsch
- Notes
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graph. Darst.
Erlangen, Nürnberg, Univ., Diss., 2014
- Keyword
-
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
- Creator
- Table of contents
- Rights
-
Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.
- Last update
-
11.06.2025, 1:34 PM CEST
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Object type
- Hochschulschrift
Associated
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Bedingte Schätzung von Value at Risk und Expected Shortfall
Backtesting value at risk and expected shortfall
Backtesting the Expected Shortfall
Value-at-Risk and expected shortfall for rare events
Value-at-Risk and expected shortfall for rare events
Regression-Based Expected Shortfall Backtesting
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Managing meteorological risk through expected shortfall
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Value-at-Risk and Expected Shortfall when there is long range dependence
Value-at-risk and expected shortfall when there is long range dependence