- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Dimensions
-
30 m
- Extent
-
40 S.
- Language
-
Englisch
- Bibliographic citation
-
Working paper series / Europäische Zentralbank ; No. 75
- Keyword
-
Risikomanagement
Portfolio Selection
Theorie
Value at Risk
- Event
-
Veröffentlichung
- (where)
-
Frankfurt am Main
- (who)
-
European Central Bank
- (when)
-
2001
- Creator
- Table of contents
- Rights
-
Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.
- Last update
-
11.03.2025, 11:39 AM CET
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.
Associated
- Manganelli, Simone
- Engle, Robert F.
- European Central Bank
Time of origin
- 2001
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Value at risk models in finance
Parametrische Modelle zur Ermittlung des Value-at-Risk : Parametric Value-at-Risk Models
Value-at-Risk with Application of DCC-GARCH Model
Corporate risk management : cashflow at risk und value at risk
Improving Value-at-Risk estimation from the normal EGARCH model
Interval estimation of value-at-risk based on nonparametric models
ZP-Stichwort: value at risk
Value at risk im Vermögensverwaltungsgeschäft
On double value at risk
Bankmanagement mit Value at Risk
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