Value-at-Risk for fixed-income portfolios: a Kalman filtering approach (Q5382704)
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scientific article; zbMATH DE number 7067531
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Value-at-Risk for fixed-income portfolios: a Kalman filtering approach |
scientific article; zbMATH DE number 7067531 |
Statements
Value-at-Risk for fixed-income portfolios: a Kalman filtering approach (English)
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18 June 2019
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value-at-risk
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fixed-income portfolios
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