Backtesting stress tests : a guide for M2 forward guidance
Kaihua Deng and Dun Jia
| Year of publication: |
2018
|
|---|---|
| Authors: | Deng, Kaihua ; Jia, Dun |
| Published in: |
Annals of economics and finance. - Beijing : Peking University Press, ISSN 1529-7373, ZDB-ID 2097904-6. - Vol. 19.2018, 2, p. 443-471
|
| Subject: | Cointegration | M2 components | Mean absolute error | Supervisoryscenarios | Kointegration | Statistischer Test | Statistical test | Schätztheorie | Estimation theory | Stresstest | Stress test | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012111015