Title |
On the Appropriateness of Inappropriate VaR Models / Wolfgang Härdle, Zdeněk Hlávka, Gerhard Stahl |
---|---|
Involved |
Wolfgang Härdle (Verfasser) |
Published |
Berlin: Humboldt-Universität zu Berlin |
Extent |
Online-Ressource |
Language |
|
Country |
|
Topic |
|
Subject |
Value-at-Risk |
Persistent identifier |
urn:nbn:de:kobv:11-10055980 (URN) |
Further information |
In: Sonderforschungsbereich 649: Ökonomisches Risiko, Band 2006, Ausgabe 3, 2006 |
Record ID |
1206817569 |
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