Forecasting high-frequency risk measures
Year of publication: |
April 2016
|
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Authors: | Banulescu, Denisa ; Colletaz, Gilbert ; Hurlin, Christophe ; Tokpavi, Sessi |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 35.2016, 3, p. 224-249
|
Subject: | high-frequency risk measure | value at risk | time at risk | backtesting | Theorie | Theory | Risikomaß | Risk measure | Messung | Measurement | Prognoseverfahren | Forecasting model | Risiko | Risk | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection |
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