Automatic Portmanteau tests with applications to market risk management
Year of publication: |
March 7, 2017
|
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Authors: | Du, Zaichao ; Escanciano, Juan Carlos ; Zhu, Guangwei |
Publisher: |
[Bloomington, IN] : CAEPR, Center for Applied Economics and Policy Research |
Subject: | Autocorrelation | consistency | power | Akaike’s AIC | Schwarz’s BIC | Market Risk | Theorie | Theory | Risikomanagement | Risk management | Autokorrelation |
Extent: | 1 Online-Ressource (circa 15 Seiten) |
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Series: | CAEPR working papers. - Bloomington, Ind., ZDB-ID 2407655-7. - Vol. #2017-002 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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