The Performance of Gaussian and non Gaussian dynamic models in assessing market risk: The Implications for risk management (Q5866078)
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scientific article; zbMATH DE number 7539717
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Performance of Gaussian and non Gaussian dynamic models in assessing market risk: The Implications for risk management |
scientific article; zbMATH DE number 7539717 |
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The Performance of Gaussian and non Gaussian dynamic models in assessing market risk: The Implications for risk management (English)
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10 June 2022
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Gaussian models
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non Gaussian dynamic models
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value-at-risk models
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financial risk management
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market risk
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