Beregning af Value at Risk (VaR) ved hjælp af kvantilregression
Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research
Original language | Danish |
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Title of host publication | Symposium i anvendt statistik 2010 |
Editors | Peter Linde |
Number of pages | 10 |
Volume | 32 |
Place of Publication | Kbh. |
Publisher | Danmarks Statistik |
Publication date | 2010 |
Pages | 321-330 |
ISBN (Print) | 9788750118329 |
Publication status | Published - 2010 |
Event | Beregning af Value at Risk (VaR) ved hjælp af kvantilregression - København, Denmark Duration: 25 Jan 2010 → 27 Jan 2010 |
Conference
Conference | Beregning af Value at Risk (VaR) ved hjælp af kvantilregression |
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Land | Denmark |
By | København |
Periode | 25/01/2010 → 27/01/2010 |
ID: 17585844