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 |
|---|---|
| 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 |
|---|---|
| Land | Denmark |
| By | København |
| Periode | 25/01/2010 → 27/01/2010 |
ID: 17585844