A mixture price trend model for long-term risk management
Eric Fung; Wai-ki Ching; Tak-kuen Siu
| Year of publication: |
2010
|
|---|---|
| Authors: | Fung, Eric S. ; Ching, Wai Ki ; Siu, Tak Kuen |
| Published in: |
Business intelligence in economic forecasting : technologies and techniques. - Hershey, Pa. [u.a.] : Information Science Reference, ISBN 978-1-61520-629-2. - 2010, p. 157-173
|
| Subject: | Risikomanagement | Risk management | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Risikomaß | Risk measure | ARCH-Modell | ARCH model |