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January 29, 2010 | History

Econometric modeling of value at risk 1 edition

Econometric modeling of value at risk
Timotheos Angelidis

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Econometric modeling of value at risk
Timotheos Angelidis and Stavros Degiannakis.

Published 2009 by Nova Science Publishers in Hauppauge, NY .
Written in English.

Table of Contents

Value at risk
Expected shortfall
VaR and ES modeling
Liquidity adjusted value-at-risk
Backtesting value-at-risk.

Edition Notes

Includes index.


Dewey Decimal Class
Library of Congress
HD61 .A54 2009

The Physical Object

p. cm.

ID Numbers

Open Library
LC Control Number

History Created December 11, 2009 · 2 revisions Download catalog record: RDF / JSON

January 29, 2010 Edited by WorkBot add more information to works
December 11, 2009 Created by WorkBot add works page