Decay factor as a determinant of forecasting models
Grzegorz Mentel & Jacek Brożyna
| Year of publication: |
2015
|
|---|---|
| Authors: | Mentel, Grzegorz ; Brożyna, Jacek |
| Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 7.2015, 1, p. 118-128
|
| Subject: | decay factor | value-at-risk | modeling | risk | prediction | Prognoseverfahren | Forecasting model | Risikomaß | Risk measure | Theorie | Theory | Risikomanagement | Risk management | Risiko | Risk | Schätzung | Estimation | Faktorenanalyse | Factor analysis |
| Extent: | graph. Darst. |
|---|---|
| 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/10010471694