International evidence on GFC-robust forecasts for risk management under the Basel Accord
Year of publication: |
2011
|
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Authors: | McAleer, Michael ; Jiménez-Martín, Juan-Ángel ; Pérez Amaral, Teodosio |
Publisher: |
Rotterdam : Econometric Institute |
Subject: | Finanzkrise | Financial crisis | Basler Akkord | Basel Accord | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Prognoseverfahren | Forecasting model | Robustes Verfahren | Robust statistics | Welt | World | 2008-2010 |
Extent: | Online-Ressource (PDF-Datei: 39 S., 913,41 KB) graph. Darst. |
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Series: | Econometric Institute research papers. - Rotterdam : [Verlag nicht ermittelbar], ZDB-ID 2169625-1. - Vol. 2011-04 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | GFC = Global Financial Crisis Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | hdl:1765/22237 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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