Efficient Evaluation of Multidimensional Time-Varying Density Forecasts with an Application to Risk Management
Year of publication: |
2010
|
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Authors: | Polanski, Arnold |
Other Persons: | Stoja, Evarist (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Risikomanagement | Risk management | Momentenmethode | Method of moments | Risikomaß | Risk measure | Prognose | Forecast | Kapitaleinkommen | Capital income | Kapitalanlage | Financial investment | Statistische Verteilung | Statistical distribution | Prognoseverfahren | Forecasting model |
Extent: | 1 Online-Ressource (32 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 1, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1672685 [DOI] |
Classification: | C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
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