Model averaging in risk management with an application to futures markets
M. Hashem Pesaran ; Christoph Schleicher ; Paolo Zaffaroni
| Year of publication: |
2008
|
|---|---|
| Authors: | Pesaran, Mohammad Hashem ; Schleicher, Christoph ; Zaffaroni, Paolo |
| Publisher: |
Munich : CESifo |
| Extent: | 45 S. : graph. Darst. |
|---|---|
| Series: | CESifo working paper series. - Munich, ISSN 1617-9595. - Vol. 2231 : Category 10; Empirical and theoretical methods |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10004926661