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VaR Performance Criterion (VPC): A Performance Measure for Evaluating Value-at-Risk Models
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VaR Performance Criterion (VPC): A Performance Measure for Evaluating Value-at-Risk Models
ISBN
978-0-07-161513-6
Type
book section
Date Issued
2009
Author(s)
Adams, Zeno
Füss, Roland
Editor(s)
Gregoriou, Greg N.
Language
English
HSG Classification
contribution to scientific community
Refereed
No
Book title
The VaR Implementation Handbook
Publisher
McGraw-Hill Professional
Publisher place
Maidenhead
Start page
105
End page
119
Pages
15
URL
https://www.alexandria.unisg.ch/handle/20.500.14171/76645
Subject(s)
business studies
Division(s)
s/bf - Swiss Institut...
SEW - Swiss Institute...
Eprints ID
216832