Prediction of financial downside-risk with heavy-tailed conditional distributions
Stefan Mittnik; Marc S. Paolella
| Year of publication: |
2003
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|---|---|
| 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
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| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001882139