Media type: E-Book Title: Value at risk and expected shortfall under general semi-parametric GARCH models Contributor: Zhang, Xuehai [VerfasserIn] imprint: [Paderborn]: Universität Paderborn, Center for International Economics, August 2019 Published in: Center for International Economics: CIE working paper series ; 2019,6 Extent: 1 Online-Ressource (circa 45 Seiten); Illustrationen Language: English Keywords: Risikomaß ; ARCH-Modell ; Risikomanagement ; Graue Literatur Origination: Footnote: Access State: Open Access