Backtesting Value at Risk and Expected Shortfall

Backtesting Value at Risk and Expected Shortfall

Detalles Bibliográficos
Autor Principal: Roccioletti, Simona (Author)
Autor Corporativo: SpringerLink (Online service)
Summary:XIX, 145 p. 45 illus.
text
Idioma:inglés
Publicado: Wiesbaden : Springer Fachmedien Wiesbaden : Imprint: Springer Gabler, 2016.
Edición:1st ed. 2016.
Series:BestMasters,
Subjects:
Macroeconomics.
Finance.
Econometrics.
Macroeconomics and Monetary Economics.
Financial Economics.
Quantitative Economics.
Acceso en liña:https://doi.org/10.1007/978-3-658-11908-9
Formato: Electrónico Libro

Internet

https://doi.org/10.1007/978-3-658-11908-9

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