The Performance of Gaussian and non Gaussian dynamic models in assessing market risk: The Implications for risk management (Q5866078)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The Performance of Gaussian and non Gaussian dynamic models in assessing market risk: The Implications for risk management |
scientific article; zbMATH DE number 7539717
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Performance of Gaussian and non Gaussian dynamic models in assessing market risk: The Implications for risk management |
scientific article; zbMATH DE number 7539717 |
Statements
The Performance of Gaussian and non Gaussian dynamic models in assessing market risk: The Implications for risk management (English)
0 references
10 June 2022
0 references
Gaussian models
0 references
non Gaussian dynamic models
0 references
value-at-risk models
0 references
financial risk management
0 references
market risk
0 references
0 references
