One-day-ahead forecast of state of turbulence based on today's economic situation
Year of publication: |
2018
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Authors: | Chlebus, Marcin |
Published in: |
Equilibrium : quarterly journal of economics and economic policy. - Olsztyn : Instytut Badań Gospodarczych, ISSN 2353-3293, ZDB-ID 2753615-4. - Vol. 13.2018, 3, p. 357-389
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Subject: | forecasting | state of turbulence | regime switching | risk management | risk measure | market risk | Prognoseverfahren | Forecasting model | Risikomanagement | Risk management | Risikomaß | Risk measure | Risiko | Risk | Prognose | Forecast |
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