Evaluation of correlation forecasting models for risk management
Vasiliki D. Skintzi and Spyros Xanthopoulos-Sisinis
| Year of publication: |
2007
|
|---|---|
| Authors: | Skintzi, Vasiliki D. ; Xanthopoulos-Sisinis, Spyros |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 26.2007, 7, p. 497-526
|
| Subject: | Risikomanagement | Risk management | Korrelation | Correlation | Prognoseverfahren | Forecasting model | USA | United States | 1989-2003 |
| 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/10003593897