Work

Uncertainty in Value-at-risk Estimates under Parametric and Non-parametric Modeling

Year: 2006

Type: article

Source: Financial markets and portfolio management

DOI: 10.1007/s11408-006-0020-8

Authors: Wolfgang Aussenegg, Tatiana Miazhynskaia

Institution: TU Wien

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3123373994

FWCI: 2.153

Cites: 44

Cited by: 23

Related to: 10