Media type: E-Book Title: Value-at-risk prediction using option-implied risk measures Contributor: Schindelhauer, Kai [VerfasserIn]; Chen Zhou [VerfasserIn] imprint: Amsterdam, the Netherlands: De Nederlandsche Bank NV, [2018] Published in: De Nederlandsche Bank: DNB working papers ; 613 Extent: 1 Online-Ressource (circa 46 Seiten); Illustrationen Language: English Keywords: Implied Quantile ; GARCH ; Quantile Regression ; Comparative Backtest ; Graue Literatur Origination: Footnote: Access State: Open Access