Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management
| Year of publication: |
2004-09-17
|
|---|---|
| Authors: | Pesaran, Hashem ; Zaffaroni, Paolo ; Banca d'Italia) |
| Institutions: | Money Macro and Finance Research Group |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10004975763