Value–at–Risk Models (Q3646980)
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scientific article; zbMATH DE number 5640060
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Value–at–Risk Models |
scientific article; zbMATH DE number 5640060 |
Statements
Value–at–Risk Models (English)
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27 November 2009
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value-at-risk
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active/passive risk management
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expected shortfall
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GARCH
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0.7827590703964233
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0.7704591155052185
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0.7611410617828369
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0.7582724690437317
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0.7571149468421936
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