Estimation of Value-at-Risk and Expected Shortfall based on Nonlinear Models of Return Dynamics and Extreme Value Theory (Q5452737)
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scientific article; zbMATH DE number 5259610
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of Value-at-Risk and Expected Shortfall based on Nonlinear Models of Return Dynamics and Extreme Value Theory |
scientific article; zbMATH DE number 5259610 |
Statements
Estimation of Value-at-Risk and Expected Shortfall based on Nonlinear Models of Return Dynamics and Extreme Value Theory (English)
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4 April 2008
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