Search Results

Estimation Risk in Financial Risk Management

Download or Read eBook Estimation Risk in Financial Risk Management PDF written by Christoffersen, Peter and published by Montréal : CIRANO. This book was released on 2004 with total page 27 pages. Available in PDF, EPUB and Kindle.
Estimation Risk in Financial Risk Management
Author :
Publisher : Montréal : CIRANO
Total Pages : 27
Release :
ISBN-10 : OCLC:56753274
ISBN-13 :
Rating : 4/5 (74 Downloads)

Book Synopsis Estimation Risk in Financial Risk Management by : Christoffersen, Peter

Book excerpt:


Estimation Risk in Financial Risk Management Related Books

Estimation Risk in Financial Risk Management
Language: en
Pages: 27
Authors: Christoffersen, Peter
Categories:
Type: BOOK - Published: 2004 - Publisher: Montréal : CIRANO

DOWNLOAD EBOOK

Estimation Risk in Financial Risk Management
Language: en
Pages: 0
Authors: Peter Christoffersen
Categories: Business enterprises
Type: BOOK - Published: 2004 - Publisher:

DOWNLOAD EBOOK

Financial Risk Management with Bayesian Estimation of GARCH Models
Language: en
Pages: 206
Authors: David Ardia
Categories: Business & Economics
Type: BOOK - Published: 2008-05-08 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

This book presents in detail methodologies for the Bayesian estimation of sing- regime and regime-switching GARCH models. These models are widespread and essent
Financial Risk Forecasting
Language: en
Pages: 307
Authors: Jon Danielsson
Categories: Business & Economics
Type: BOOK - Published: 2011-04-20 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

Financial Risk Forecasting is a complete introduction to practical quantitative risk management, with a focus on market risk. Derived from the authors teaching
Estimation Risk in Financial Risk Management
Language: en
Pages:
Authors: Daniel Giamouridis
Categories:
Type: BOOK - Published: 2008 - Publisher:

DOWNLOAD EBOOK

Christoffersen and Goncalves (2005) study the effect of parameter estimation error in computing Value at Risk and Expected Shortfall through commonly used metho
Scroll to top