A moments-based procedure for evaluating risk forecasting models
Kevin Dowd
| Year of publication: |
2008
|
|---|---|
| Authors: | Dowd, Kevin |
| Published in: |
The analytics of risk model validation. - Amsterdam : Academic Press, ISBN 978-0-7506-8158-2. - 2008, p. 45-58
|
| Subject: | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Momentenmethode | Method of moments | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003868676