Efficient evaluation of multidimensional time-varying density forecasts with an application to risk management
Arnold Polanski; Evarist Stoja
| Year of publication: |
2009
|
|---|---|
| Authors: | Polanski, Arnold ; Stoja, Evarist |
| Publisher: |
Bristol : Univ., Dep. of Economics |
| Subject: | Kapitalanlage | Financial investment | Kapitaleinkommen | Capital income | Prognose | Forecast | Momentenmethode | Method of moments | Risikomaß | Risk measure | Risikomanagement | Risk management |
| Extent: | Online-Ressource (PDF-Datei: 32 S., 304 KB) graph. Darst. |
|---|---|
| Series: | Discussion paper / University of Bristol, Department of Economics. - Bristol : [Verlag nicht ermittelbar], ZDB-ID 2206166-6. - Vol. 617 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008660179