Showing 1 - 10 of 1,372
Persistent link: https://www.econbiz.de/10011417204
Persistent link: https://www.econbiz.de/10011302282
Persistent link: https://www.econbiz.de/10012298864
Persistent link: https://www.econbiz.de/10011912835
Persistent link: https://www.econbiz.de/10011860451
Persistent link: https://www.econbiz.de/10011415546
Time series is a collection of observations made at regular time intervals and its analysis refers to problems in correlations among successive observations. Time series analysis is applied in all areas of statistics but some of the most important include macroeconomic and financial time series....
Persistent link: https://www.econbiz.de/10012178433
Persistent link: https://www.econbiz.de/10012596350
Persistent link: https://www.econbiz.de/10012172529
in modern financial risk management techniques like Value at Risk. This paper suggests a regression based density … indices, the regression based evaluation strategy is compared with a recently proposed methodology based on likelihood ratio … tests. It is demonstrated that misspecifications of forecasting models can be detected within the proposed regression …
Persistent link: https://www.econbiz.de/10010295725