Showing 31 - 40 of 65
Persistent link: https://www.econbiz.de/10009619372
Persistent link: https://www.econbiz.de/10008935446
A risk management strategy that is designed to be robust to the Global Financial Crisis (GFC), in the sense of selecting a Value-at-Risk (VaR) forecast that combines the forecasts of different VaR models, was proposed in McAleer et al. (2010c). The robust forecast is based on the median of the...
Persistent link: https://www.econbiz.de/10008936147
Persistent link: https://www.econbiz.de/10009010317
Persistent link: https://www.econbiz.de/10009012209
Persistent link: https://www.econbiz.de/10009012232
Persistent link: https://www.econbiz.de/10009388872
Persistent link: https://www.econbiz.de/10009771092
Persistent link: https://www.econbiz.de/10009758640
Persistent link: https://www.econbiz.de/10009711737