Computational tools for the analysis of market risk (Q1812119)
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scientific article; zbMATH DE number 1930261
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computational tools for the analysis of market risk |
scientific article; zbMATH DE number 1930261 |
Statements
Computational tools for the analysis of market risk (English)
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18 June 2003
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risk analysis
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Value-at-Risk
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Extreme Value Theory
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Shortfall
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MaxVaR
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heteroskedasticity
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autoregressive processes
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mixture models
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