Improving accuracy and precision of value-at-risk forecasts
Year of publication: |
2010
|
---|---|
Authors: | Lan, Yihui ; Ze Min Hu ; Johnson, Jackie |
Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 7.2010, 4, p. 119-130
|
Subject: | Risikomaß | Risk measure | Risikomanagement | Risk management | Prognoseverfahren | Forecasting model |
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