Automatic Portmanteau Tests with Applications to Market Risk Management
Year of publication: |
2017
|
---|---|
Authors: | Du, Zaichao |
Other Persons: | Escanciano, Juan Carlos (contributor) ; Zhu, Guangwei (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Risikomanagement | Risk management |
Extent: | 1 Online-Ressource (15 p) |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 7, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2929340 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Management and control of foreign exchange risk
Jacque, Laurent L., (1996)
-
Risk : evaluation, management and sharing
Eeckhoudt, Louis, (1995)
-
Kritischer Vergleich softwarebasierter Informationssysteme zur Unterstützung der Risikowirtschaft
Lingnau, Volker, (2005)
- More ...
-
Automatic Portmanteau tests with applications to market risk management
Du, Zaichao, (2017)
-
The Case for Case : Estimating Heterogeneous Systemic Effects
Du, Zaichao, (2022)
-
The case for CASE : estimating heterogeneous systemic effects
Du, Zaichao, (2023)
- More ...