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Value-at-risk analysis of stock returns historical simulation, variance techniques or tail index estimation? / R.W.J. van den Goorbergh and P.J.G. Vlaar

<http://data.bibliotheken.nl/id/nbt/p184213045>

schema:CreativeWork schema:Book schema:ProductModel
rdfs:label "Value-at-risk analysis of stock returns historical simulation, variance techniques or tail index estimation? / R.W.J. van den Goorbergh and P.J.G. Vlaar"
schema:name "Value-at-risk analysis of stock returns historical simulation, variance techniques or tail index estimation?"
schema:author Goorbergh, Rob Willem Jean van den (1976-)
De Nederlandsche Bank
schema:contributor Vlaar, Petrus Johannes Gerardus (1966-)
schema:sameAs <http://www.worldcat.org/oclc/905581515>
schema:mainEntityOfPage <https://data.bibliotheken.nl/.well-known/genid/899fbe6b0b564e44942720e27c4838a2>
http://purl.org/dc/terms#issued "1999"
schema:about Kapitaalinvesteringen
Simulation models
<http://data.bibliotheken.nl/id/thes/p077607007>
Beleggingen
Risk analysis
<http://data.bibliotheken.nl/id/thes/p080637973>
Options trade
Variantieanalyse
effectenwezen
schema:inLanguage "en"
schema:isPartOf DNB-staff reports
schema:numberOfPages 38
schema:publication <https://data.bibliotheken.nl/.well-known/genid/85b16489a39810f9b17f30dfb2ef6274>
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data from SPARQL endpoint: https://api.bibliotheken.nl/datasets/KB/Production/services/Production-VTS/sparql
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