Prediction of financial downside-risk with heavy-tailed conditional distributions

Stefan Mittnik; Marc S. Paolella

Year of publication:	2003
Authors:	Mittnik, Stefan ; Paolella, Marc S.
Published in:	Handbook of heavy tailed distributions in finance. - Amsterdam : Elsevier, ISBN 0-444-50896-1. - 2003, p. 385-404
Subject:	Finanzmarkt \| Financial market \| Prognoseverfahren \| Forecasting model \| Volatilität \| Volatility \| ARCH-Modell \| ARCH model \| Rendite \| Yield \| Wechselkurs \| Exchange rate \| Schätzung \| Estimation \| Theorie \| Theory \| USA \| United States \| Großbritannien \| United Kingdom \| Kanada \| Canada \| Deutschland \| Germany \| Japan \| Schweiz \| Switzerland \| Risikomaß \| Risk measure

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