Hybrid historical simulation VaR and ES: performance in developed and emerging markets
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Munich
CESifo
2009
|
| Series: | CESifo working papers
2820 : Category 12, Empirical and theoretical methods |
| Subjects: | |
| Item Description: | Auch im Internet unter den Adressen www.SSRN.com, www.RePEc.org und www.CESifo-group.de verfügbar |
| Physical Description: | 35 S. |
Staff View
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Record in the Search Index
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| id | DE-604.BV026958428 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-20T14:56:10Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-021619498 |
| oclc_num | 530396112 |
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| owner_facet | DE-188 |
| physical | 35 S. |
| publishDate | 2009 |
| publishDateSearch | 2009 |
| publishDateSort | 2009 |
| publisher | CESifo |
| record_format | marc |
| series2 | CESifo working papers |
| spelling | Zikovic, Sasa Verfasser aut Hybrid historical simulation VaR and ES performance in developed and emerging markets Sasa Zikovic ; Randall K. Filer Munich CESifo 2009 35 S. txt rdacontent n rdamedia nc rdacarrier CESifo working papers 2820 : Category 12, Empirical and theoretical methods Auch im Internet unter den Adressen www.SSRN.com, www.RePEc.org und www.CESifo-group.de verfügbar Bootstrap-Statistik (DE-588)4139168-8 gnd rswk-swf Hybridsimulation (DE-588)4268972-7 gnd rswk-swf Werttheorie (DE-588)4079190-7 gnd rswk-swf Value at Risk (DE-588)4519495-6 gnd rswk-swf Value at Risk (DE-588)4519495-6 s Hybridsimulation (DE-588)4268972-7 s Werttheorie (DE-588)4079190-7 s Bootstrap-Statistik (DE-588)4139168-8 s DE-604 Filer, Randall Keith Verfasser (DE-588)129229539 aut CESifo GmbH <München> CESifo working paper series 2820 (DE-604)BV013978326 2820 |
| spellingShingle | Zikovic, Sasa Filer, Randall Keith Hybrid historical simulation VaR and ES performance in developed and emerging markets Bootstrap-Statistik (DE-588)4139168-8 gnd Hybridsimulation (DE-588)4268972-7 gnd Werttheorie (DE-588)4079190-7 gnd Value at Risk (DE-588)4519495-6 gnd |
| subject_GND | (DE-588)4139168-8 (DE-588)4268972-7 (DE-588)4079190-7 (DE-588)4519495-6 |
| title | Hybrid historical simulation VaR and ES performance in developed and emerging markets |
| title_auth | Hybrid historical simulation VaR and ES performance in developed and emerging markets |
| title_exact_search | Hybrid historical simulation VaR and ES performance in developed and emerging markets |
| title_full | Hybrid historical simulation VaR and ES performance in developed and emerging markets Sasa Zikovic ; Randall K. Filer |
| title_fullStr | Hybrid historical simulation VaR and ES performance in developed and emerging markets Sasa Zikovic ; Randall K. Filer |
| title_full_unstemmed | Hybrid historical simulation VaR and ES performance in developed and emerging markets Sasa Zikovic ; Randall K. Filer |
| title_short | Hybrid historical simulation VaR and ES |
| title_sort | hybrid historical simulation var and es performance in developed and emerging markets |
| title_sub | performance in developed and emerging markets |
| topic | Bootstrap-Statistik (DE-588)4139168-8 gnd Hybridsimulation (DE-588)4268972-7 gnd Werttheorie (DE-588)4079190-7 gnd Value at Risk (DE-588)4519495-6 gnd |
| topic_facet | Bootstrap-Statistik Hybridsimulation Werttheorie Value at Risk |
| volume_link | (DE-604)BV013978326 |
| work_keys_str_mv | AT zikovicsasa hybridhistoricalsimulationvarandesperformanceindevelopedandemergingmarkets AT filerrandallkeith hybridhistoricalsimulationvarandesperformanceindevelopedandemergingmarkets |