Forecasting Value-at-Risk (VaR) in the major Asian economies
Faisal Nazir Zargar, Dilip Kumar
| Year of publication: |
June 2018
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|---|---|
| Authors: | Zargar, Faisal Nazir ; Kumar, Dilip |
| Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 8.2018, 9, p. 1565-1581
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| Subject: | Value-at-Risk | Asian Economies | Backtesting | Volatility Prediction | Asien | Asia | Risikomaß | Risk measure | Prognoseverfahren | Forecasting model | Volatilität | Volatility | ARCH-Modell | ARCH model | VAR-Modell | VAR model | Wirtschaftsprognose | Economic forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/tel.2018.89100 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011888646