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In this book Simona Roccioletti reviews several valuable studies about risk measures and their properties; The main contribution of the work is the application of Test 1 and Test 2 developed by Acerbi and Szekely (2014) on different models and for five global market indexes.
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In this book Simona Roccioletti reviews several valuable studies about risk measures and their properties; The main contribution of the work is the application of Test 1 and Test 2 developed by Acerbi and Szekely (2014) on different models and for five global market indexes.
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- Wydawnictwo: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Kod:
- Rok wydania: 2015
- Język: Angielski
- Oprawa: Broszurowa/paperback
- Liczba stron: 145
- Szerokość opakowania: 24.8 cm
- Wysokość opakowania: 15.4 cm
- Głębokość opakowania: 1.2 cm
- Waga: 226 g
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