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  • Search: subject:"Binary Loss Function"
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Year of publication
Subject
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Backtesting 2 Binary Loss Function 2 Capital Market 2 Risk Management 2 Value at Risk 2 ARCH model 1 ARCH-Modell 1 Aktienmarkt 1 Estimation 1 Financial market 1 Finanzmarkt 1 Portfolio selection 1 Portfolio-Management 1 Risiko 1 Risikomanagement 1 Risikomaß 1 Risk 1 Risk management 1 Risk measure 1 Schätzung 1 Stock market 1 Theorie 1 Theory 1
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Online availability
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Free 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2
Author
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Angelovska, Julijana 2 Ivanovski, Zoran 2
Published in...
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UTMS Journal of Economics 1 UTMS journal of economics / University of Tourism and Management : international, multidisciplinary journal for the area of south and southeastern Europe 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
Cover Image
Accuracy in risk estimation based on simple SMA and EWNA models: Evidence from Macedonain Stock Market
Angelovska, Julijana; Ivanovski, Zoran - In: UTMS Journal of Economics 9 (2018) 1, pp. 17-27
of 10 stocks comprising MBI-10. Binary Loss Function (BLF) is employed to measure accuracy of VaR calculations, because …
Persistent link: https://www.econbiz.de/10011994736
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Cover Image
Accuracy in risk estimation based on simple SMA and EWNA models : evidence from Macedonain Stock Market
Angelovska, Julijana; Ivanovski, Zoran - In: UTMS journal of economics / University of Tourism and … 9 (2018) 1, pp. 17-27
of 10 stocks comprising MBI-10. Binary Loss Function (BLF) is employed to measure accuracy of VaR calculations, because …
Persistent link: https://www.econbiz.de/10011901688
Saved in:
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