Testing, Comparing, and Combining Value-at-Risk Measures
Year of publication: |
[1999]
|
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Authors: | Christoffersen, Peter |
Other Persons: | Hahn, Jinyong (contributor) ; Inoue, Atsushi (contributor) |
Publisher: |
[1999]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (27 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 1, 1999 erstellt |
Other identifiers: | 10.2139/ssrn.192150 [DOI] |
Classification: | G10 - General Financial Markets. General ; C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
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