Media type: E-Book Title: Maximum likelihood estimation of score-driven models with dynamic shape parameters : an application to Monte Carlo value-at-risk Contributor: Ayala, Astrid [Author]; Blazsek, Szabolcs [Author]; Escribano, Álvaro [Author] Published: [Getafe (Spain)]: UC3M, Universidad Carlos III de Madrid, [2019] Published in: Working paper ; 2019,12 Extent: 1 Online-Ressource (circa 52 Seiten); Illustrationen Language: English Identifier: Keywords: Zeitreihenanalyse ; Kapitalmarktrendite ; Aktienindex ; Monte-Carlo-Simulation ; USA ; Graue Literatur Origination: Footnote: Access State: Open Access