Optimally harnessing inter-day and intra-day information for daily value-at-risk prediction
Ana-Maria Fuertes; Jose Olmo
| Year of publication: |
2013
|
|---|---|
| Authors: | Fuertes, Ana María ; Olmo, Jose |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 29.2013, 1, p. 28-42
|
| Subject: | Risikomaß | Risk measure | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model |
| 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/10009706180