An edition of Econometric modeling of value at risk (2009)

Econometric modeling of value at risk

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Econometric modeling of value at risk
Timotheos Angelidis
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Last edited by WorkBot
December 11, 2009 | History
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An edition of Econometric modeling of value at risk (2009)

Econometric modeling of value at risk

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Publish Date
Publisher
Nova Science Publishers
Language
English

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Edition Availability
Cover of: Econometric modeling of value at risk
Econometric modeling of value at risk
2009, Nova Science Publishers
in English
  • Not in Library
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Book Details

Published in

Hauppauge, NY

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.

Classifications

Dewey Decimal Class
338.501/5195
Library of Congress
HD61 .A54 2009, HD61.A54 2009

The Physical Object

Pagination
p. cm.

ID Numbers

Open Library
OL23082493M
ISBN 13
9781607410409
LCCN
2009006350

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