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 : 25.-27. januar 2010
Editors	Peter Linde
Number of pages	9
Place of Publication	København
Publisher	Københavns Universitet
Publication date	2010
Pages	321-330
ISBN (Print)	9788750118329
Publication status	Published - 2010
Event	32. Symposium i Anvendt Statistik - København, Denmark Duration: 25 Jan 2010 → 27 Jan 2010 Conference number: 32

Conference	32. Symposium i Anvendt Statistik
Number	32
Country/Territory	Denmark
City	København
Period	25/01/2010 → 27/01/2010

Handle.net

@inproceedings{bb36e6c571bc47ec9045103d3863ea69,

title = "Beregning af Value at Risk (VaR) ved hj{\ae}lp af kvantilregression",

author = "{la Cour}, Lisbeth and Anders Milh{\o}j",

year = "2010",

language = "Dansk",

isbn = "9788750118329",

pages = "321--330",

editor = "{Linde }, {Peter }",

booktitle = "Symposium i anvendt statistik",

publisher = "K{\o}benhavns Universitet",

address = "Danmark",

note = "32. Symposium i Anvendt Statistik ; Conference date: 25-01-2010 Through 27-01-2010",

}

TY - GEN

T1 - Beregning af Value at Risk (VaR) ved hjælp af kvantilregression

AU - la Cour, Lisbeth

AU - Milhøj, Anders

N1 - Conference code: 32

PY - 2010

Y1 - 2010

M3 - Konferencebidrag i proceedings

SN - 9788750118329

SP - 321

EP - 330

BT - Symposium i anvendt statistik

A2 - Linde , Peter

PB - Københavns Universitet

CY - København

T2 - 32. Symposium i Anvendt Statistik

Y2 - 25 January 2010 through 27 January 2010

ER -