Predicting Market Risk with Density Combination : An Introduction
| Year of publication: |
2017
|
|---|---|
| Authors: | Ardia, David |
| Other Persons: | Kolly, Jeremy (contributor) |
| Publisher: |
[2017]: [S.l.] : SSRN |
| Subject: | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution | Theorie | Theory | Risiko | Risk |
| Description of contents: |
Density forecast combination is a useful tool for risk managers to reduce model risk. We present up-to-date methodologies in the field, discuss key issues and provide some illustrations
|
freely available
| Extent: | 1 Online-Ressource (10 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | In: Wilmott Magazine 81, pp. 52-57, 2016 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 10, 2015 erstellt |
| Other identifiers: | 10.2139/ssrn.2566531 [DOI] |
| Classification: | C53 - Forecasting and Other Model Applications ; G32 - Financing Policy; Capital and Ownership Structure |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012972128