Model averaging in risk management with an application to futures markets
M. Hashem Pesaran, Christoph Schleicher and Paolo Zaffaroni
| Year of publication: |
Febr. 2008
|
|---|---|
| Other Persons: | Pesaran, M. Hashem (contributor) ; Schleicher, Christoph (contributor) ; Zaffaroni, Paolo (contributor) |
| Publisher: |
Cambridge : Univ. of Cambridge, Dep. of Applied Economics, Faculty of Economics |
| Subject: | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Futures | Welt | World | 1991-2007 |
| Extent: | Online-Ressource, 45 S., Text |
|---|---|
| Series: | Cambridge working papers in economics. - Cambridge : [Verlag nicht ermittelbar], ZDB-ID 2106951-7. - Vol. 0808 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003671171