Forecasting high-frequency risk measures
Denisa Banulescu, Gilbert Colletaz, Christophe Hurlin and Sessi Tokpavi
| Year of publication: |
April 2016
|
|---|---|
| Authors: | Banulescu, Denisa ; Colletaz, Gilbert ; Hurlin, Christophe ; Tokpavi, Sessi |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 35.2016, 3, p. 224-249
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| Subject: | high-frequency risk measure | value at risk | time at risk | backtesting | Risikomaß | Risk measure | Risiko | Risk | Messung | Measurement | Risikomanagement | Risk management | Prognoseverfahren | Forecasting model | Theorie | Theory | Portfolio-Management | Portfolio selection | Bankrisiko | Bank risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2374 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011580273