Ranking the predictive performances of Value-at-Risk estimation methods
Emrah Şener; Sayad Baronyan; Levent Ali Mengütürk
| Year of publication: |
2012
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|---|---|
| Authors: | Şener, Emrah ; Baronyan, Sayad ; Mengütürk, Levent Ali |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 28.2012, 4, p. 849-873
|
| Subject: | Prognoseverfahren | Forecasting model | Risikomaß | Risk measure | Schätztheorie | Estimation theory | Ranking-Verfahren | Ranking method |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009658302