Econometric Modeling of Value at Risk
Author:   Timotheos Angelidis ,  Stavros Degiannakis
Publisher:   Nova Science Publishers Inc
ISBN:  

9781607410409


Pages:   83
Publication Date:   05 January 2010
Format:   Paperback
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

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Econometric Modeling of Value at Risk


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Full Product Details

Author:   Timotheos Angelidis ,  Stavros Degiannakis
Publisher:   Nova Science Publishers Inc
Imprint:   Nova Science Publishers Inc
Dimensions:   Width: 23.00cm , Height: 1.00cm , Length: 15.50cm
Weight:   0.180kg
ISBN:  

9781607410409


ISBN 10:   1607410400
Pages:   83
Publication Date:   05 January 2010
Audience:   College/higher education ,  Professional and scholarly ,  Undergraduate ,  Postgraduate, Research & Scholarly
Format:   Paperback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

Table of Contents

Preface; Introduction; Value at Risk; Expected Shortfall; VaR and ES Modeling; Liquidity Adjusted Value-at-Risk; Backtesting Value-at-Risk; Summary; Index.

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Latest Reading Guide

NOV RG 20252

 

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