International Evidence on GFC-Robust Forecasts for Risk Management Under the Basel Accord
Year of publication: |
2011
|
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Authors: | McAleer, Michael |
Other Persons: | Jiménez-Martin, Juan-Angel (contributor) ; Perez Amaral, Teodosio (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Prognoseverfahren | Forecasting model | Basler Akkord | Basel Accord | Welt | World | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Finanzdienstleistung | Financial services | Finanzkrise | Financial crisis | Robustes Verfahren | Robust statistics |
Extent: | 1 Online-Ressource (39 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 16, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1741565 [DOI] |
Classification: | G32 - Financing Policy; Capital and Ownership Structure ; G11 - Portfolio Choice ; G17 - Financial Forecasting ; C53 - Forecasting and Other Model Applications ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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