Evaluating covariance matrix forecasts in a value-at-risk framework
Jose A. Lopez; Christian A. Walter
| Year of publication: |
2004
|
|---|---|
| Authors: | Lopez, Jose A. ; Walter, Christian A. |
| Published in: |
Innovations in risk management : seminal papers from the Journal of Risk. - London : Risk Books, ISBN 1-904339-28-X. - 2004, p. 243-278
|
| Subject: | Risikomaß | Risk measure | Prognoseverfahren | Forecasting model | Theorie | Theory | Kapitaleinkommen | Capital income | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002600328