Forecasting Portfolio-Value-At-Risk with Nonparametric Lower Tail Dependence Estimates
Year of publication: |
2015
|
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Authors: | Siburg, Karl |
Other Persons: | Stoimenov, Pavel (contributor) ; Weiss, Gregor N. F. (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
Extent: | 1 Online-Ressource (34 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Banking and Finance, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 27, 2015 erstellt |
Classification: | C53 - Forecasting and Other Model Applications ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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