Robust value at risk prediction
Loriano Mancini; Fabio Trojani
| Year of publication: |
2011
|
|---|---|
| Authors: | Mancini, Loriano ; Trojani, Fabio |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 9.2011, 2, p. 281-313
|
| Subject: | Prognoseverfahren | Forecasting model | Risikomaß | Risk measure | Theorie | Theory | ARCH-Modell | ARCH model | Nichtparametrisches Verfahren | Nonparametric statistics | Panel | Panel study | Welt | World | Simulation | Schätzung | Estimation |
| 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/10009125125