Reducing the Risk in Tail Risk Forecasting Models
Year of publication: |
[2021]
|
---|---|
Authors: | Clements, Adam ; Drovandi, Chris ; Li, Dan |
Publisher: |
[S.l.] : SSRN |
Subject: | Prognoseverfahren | Forecasting model | Risiko | Risk | Risikomaß | Risk measure | Risikomanagement | Risk management |
Extent: | 1 Online-Ressource (35 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 17, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3750440 [DOI] |
Classification: | C11 - Bayesian Analysis ; C22 - Time-Series Models ; c58 ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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