Evaluating predictive performance of value-at-risk models in emerging markets : a reality check
Yong Bao, Tae-hwy Lee and Burak Saltoǧlu
| Year of publication: |
2006
|
|---|---|
| Authors: | Bao, Yong ; Lee, Tae-hwy ; Saltoǧlu, Burak |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 25.2006, 2, p. 101-128
|
| Subject: | Prognoseverfahren | Forecasting model | Risikomaß | Risk measure |
| 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/10003309378