You can't always get what you want – estimating the Value-at-Risk from historical data with limited statistics

Naundorf B, Raufeisen J, Bennemann C, Herzberg F (2006)
Wilmott Magazine 2006(26): 52-55.

Zeitschriftenaufsatz | Veröffentlicht | Englisch
 
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Autor*in
Naundorf, Björn; Raufeisen, Jörg; Bennemann, Christoph; Herzberg, FrederikUniBi
Erscheinungsjahr
2006
Zeitschriftentitel
Wilmott Magazine
Band
2006
Ausgabe
26
Seite(n)
52-55
ISSN
1540-6962
Page URI
https://pub.uni-bielefeld.de/record/2907701

Zitieren

Naundorf B, Raufeisen J, Bennemann C, Herzberg F. You can't always get what you want – estimating the Value-at-Risk from historical data with limited statistics. Wilmott Magazine. 2006;2006(26):52-55.
Naundorf, B., Raufeisen, J., Bennemann, C., & Herzberg, F. (2006). You can't always get what you want – estimating the Value-at-Risk from historical data with limited statistics. Wilmott Magazine, 2006(26), 52-55.
Naundorf, B., Raufeisen, J., Bennemann, C., and Herzberg, F. (2006). You can't always get what you want – estimating the Value-at-Risk from historical data with limited statistics. Wilmott Magazine 2006, 52-55.
Naundorf, B., et al., 2006. You can't always get what you want – estimating the Value-at-Risk from historical data with limited statistics. Wilmott Magazine, 2006(26), p 52-55.
B. Naundorf, et al., “You can't always get what you want – estimating the Value-at-Risk from historical data with limited statistics”, Wilmott Magazine, vol. 2006, 2006, pp. 52-55.
Naundorf, B., Raufeisen, J., Bennemann, C., Herzberg, F.: You can't always get what you want – estimating the Value-at-Risk from historical data with limited statistics. Wilmott Magazine. 2006, 52-55 (2006).
Naundorf, Björn, Raufeisen, Jörg, Bennemann, Christoph, and Herzberg, Frederik. “You can't always get what you want – estimating the Value-at-Risk from historical data with limited statistics”. Wilmott Magazine 2006.26 (2006): 52-55.

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