Worldwide equity risk prediction
David Ardia and Lennart F. Hoogerheide
| Year of publication: |
2013
|
|---|---|
| Authors: | Ardia, David ; Hoogerheide, Lennart F. |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 20.2013, 13/15, p. 1333-1339
|
| Subject: | GARCH | value-at-risk | equity | worldwide | false discovery rate | Risikomaß | Risk measure | Welt | World | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Börsenkurs | Share price |
| 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/10010202894