Fraction-of-time approach in predicting Value-at-Risk
Jacek Leśkow and Antonio Napolitano
| Year of publication: |
2005
|
|---|---|
| Authors: | Leśkow, Jacek ; Napolitano, Antonio |
| Published in: |
New tools of economic dynamics. - Berlin : Springer, ISBN 3-540-24282-1. - 2005, p. 191-201
|
| Subject: | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test | Theorie | Theory | Risikomaß | Risk measure |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003029079