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~isPartOf:"Measuring risk in complex stochastic systems"
~person:"Härdle, Wolfgang"
~subject:"Prognoseverfahren"
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Prognoseverfahren
Analysis of variance
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Measuring risk in complex stochastic systems
SFB 649 discussion paper
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CFS working paper series
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Digital finance : smart data analytics, investment innovation, and financial technology
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
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Journal of applied econometrics
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Backtesting beyond VaR
Härdle, Wolfgang
;
Stahl, Gerhard
- In:
Measuring risk in complex stochastic systems
,
(pp. 119-130)
.
2000
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