Generalized Value at Risk Forecasting
Year of publication: |
2018
|
---|---|
Authors: | Paseka, Alex |
Other Persons: | Thavaneswaran, A. (contributor) ; Frank, Julieta (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Risikomaß | Risk measure | Prognoseverfahren | Forecasting model | Theorie | Theory | Risiko | Risk |
Extent: | 1 Online-Ressource (8 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 11, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3221207 [DOI] |
Classification: | C13 - Estimation ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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