Ranking of VaR and ES Models: performance in developed and emerging markets
Saved in:
Main Authors: | , |
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Format: | Book |
Language: | English |
Published: |
München
CESifo
2012
|
Series: | CESifo working papers
3980 : Category 12, Empirical and theoretical methods |
Links: | http://www.cesifo-group.de/ifoHome/publications/working-papers/CESifoWP/CESifoWPdetails?wp_id=19069424 |
Physical Description: | 43 S. |
Staff View
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spelling | Zikovic, Sasa Verfasser aut Ranking of VaR and ES Models performance in developed and emerging markets Saša Žikovič ; Randall K. Filer München CESifo 2012 43 S. txt rdacontent n rdamedia nc rdacarrier CESifo working papers 3980 : Category 12, Empirical and theoretical methods Filer, Randall K. Verfasser aut Erscheint auch als Online-Ausgabe, PDF CESifo working papers 3980 : Category 12, Empirical and theoretical methods (DE-604)BV013978326 3980 http://www.cesifo-group.de/ifoHome/publications/working-papers/CESifoWP/CESifoWPdetails?wp_id=19069424 Verlag kostenfrei Volltext |
spellingShingle | Zikovic, Sasa Filer, Randall K. Ranking of VaR and ES Models performance in developed and emerging markets CESifo working papers |
title | Ranking of VaR and ES Models performance in developed and emerging markets |
title_auth | Ranking of VaR and ES Models performance in developed and emerging markets |
title_exact_search | Ranking of VaR and ES Models performance in developed and emerging markets |
title_full | Ranking of VaR and ES Models performance in developed and emerging markets Saša Žikovič ; Randall K. Filer |
title_fullStr | Ranking of VaR and ES Models performance in developed and emerging markets Saša Žikovič ; Randall K. Filer |
title_full_unstemmed | Ranking of VaR and ES Models performance in developed and emerging markets Saša Žikovič ; Randall K. Filer |
title_short | Ranking of VaR and ES Models |
title_sort | ranking of var and es models performance in developed and emerging markets |
title_sub | performance in developed and emerging markets |
url | http://www.cesifo-group.de/ifoHome/publications/working-papers/CESifoWP/CESifoWPdetails?wp_id=19069424 |
volume_link | (DE-604)BV013978326 |
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