International evidence on GFC-robust forecasts for risk management under the Basel Accord
Michael McAleer, Juan-Ángel Jiménez-Martín and Teodosio Pérez-Amaral
| Year of publication: |
2013
|
|---|---|
| Authors: | McAleer, Michael ; Jiménez-Martín, Juan-Ángel ; Pérez Amaral, Teodosio |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 32.2013, 3, p. 267-288
|
| Subject: | Basler Akkord | Basel Accord | Welt | World | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Finanzkrise | Financial crisis | Robustes Verfahren | Robust statistics | Risikomanagement | Risk management |
| Extent: | graph. Darst. |
|---|---|
| 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/10009758640