
Parametrische Modelle zur Ermittlung des Value-at-Risk
Dissertation

Subtitle / translated Title
Parametric Value-at-Risk Models
Keywords
Value-at-Risk, Market Risk
Link to publication
Collections
- Alle Dissertationen [13]
BibTeX
@phdthesis{Read1998,
author={Read, Oliver},
title={Parametrische Modelle zur Ermittlung des Value-at-Risk},
month={12},
year={1998},
publisher={Universität zu Köln},
school={Hochschule RheinMain, Wiesbaden},
url={https://hlbrm.pur.hebis.de/xmlui/handle/123456789/9},
doi={10.25716/pur-20}
}