Evaluation of VaR models' foreecasting performance : the case of oil markets
Med Imen Gallali; Raggad Zahraa
| Year of publication: |
2012
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|---|---|
| Authors: | Gallali, Med Imen ; Zahraa, Raggad |
| Published in: |
International journal of financial services management : IJFSM. - Olney, Bucks. : Inderscience Enterprises, ISSN 1460-6712, ZDB-ID 2193369-8. - Vol. 5.2011/11, 3, p. 197-215
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| Subject: | risk management | oil market | VaR | value-at-risk | variance-covariance method | historical simulation method | conditional models | backtesting | Ölpreis | Oil price | Warenbörse | Commodity exchange | Risikomaß | Risk measure |
| 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/10009707037