Comparing Value-at-Risk Methodologies
Year of publication: |
2006-07-04
|
---|---|
Authors: | Lima, Luiz Renato ; NĂ©ri, Breno Pinheiro |
Institutions: | Society for Computational Economics - SCE |
Subject: | ARCH Quantile Value-at-Risk |
Extent: | text/plain |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Computing in Economics and Finance 2006 Number 1 |
Classification: | C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications |
Source: |
-
Modelling inflation in the euro area
Jansen, Eilev S., (2004)
-
On the selection of forecasting models
Inoue, Atsushi, (2003)
-
Aggregation and euro area Phillips curves
Fabiani, Silvia, (2003)
- More ...
-
A test for strict stationarity
Lima, Luiz Renato, (2013)
-
Comparing value-at-risk methodologies
Lima, Luiz Renato, (2006)
-
Comparing value-at-risk methodologies
Lima, Luiz Renato, (2007)
- More ...