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Forecasting and backtesting of VaR in international dry bulk shipping market under skewed distributions

Qiannan Du
Year of publication:
2019
Authors: Du, Qiannan
Published in:
Inventi impact: supply chain & logistics. - Bhopal : Inventi Journals, ISSN 2249-0981, ZDB-ID 2821950-8. - 2019, 4, p. 211-229
Subject: Dry Bulk Shipping Market | Value-at-Risk | Skewed Generalized Error Distribution | Backtesting | Massengutschifffahrt | Dry bulk shipping | Prognoseverfahren | Forecasting model | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | Welt | World | Frachtrate | Freight rate | Statistischer Test | Statistical test
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