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A comparison of several time‐series models for assessing th..:
Zucchini, Walter
;
Neumann, Kristin
Applied Stochastic Models in Business and Industry. 17 (2001) 1 - p. 135-148 , 2001
Link:
https://doi.org/10.1002/asmb.424
RT Journal T1 <Title>A comparison of several time‐series models for assessing the value at risk of shares</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1002_asmb.424&Exemplar=1&LAN=DE A1 Zucchini, Walter A1 Neumann, Kristin PB Wiley YR 2001 SN 1524-1904 SN 1526-4025 JF Applied Stochastic Models in Business and Industry VO 17 IS 1 SP 135 OP 148 LK http://dx.doi.org/https://doi.org/10.1002/asmb.424 DO https://doi.org/10.1002/asmb.424 SF ELIB - SuUB Bremen
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