Fraction-of-time approach in predicting Value-at-Risk
Year of publication: |
2005
|
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Authors: | Leśkow, Jacek ; Napolitano, Antonio |
Published in: |
New tools of economic dynamics. - Berlin : Springer, ISBN 3-540-24282-1. - 2005, p. 191-201
|
Subject: | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test | Theorie | Theory | Risikomaß | Risk measure |
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