Exponentially smoothing the skewed laplace distribution for value-at-risk forecasting
Richard Gerlach, Zudi Lu and Hai Huang
| Year of publication: |
2013
|
|---|---|
| Authors: | Gerlach, Richard ; Lu, Zu-di ; Huang, Hai |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 32.2013, 6, p. 534-550
|
| Subject: | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| 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/10009789677