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  • Search: subject:"regulator loss function"
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ARCH model 1 ARCH-Modell 1 Causality analysis 1 Estimation theory 1 International financial market 1 Internationaler Finanzmarkt 1 Kausalanalyse 1 Risiko 1 Risikomanagement 1 Risikomaß 1 Risk 1 Risk management 1 Risk measure 1 Schätztheorie 1 Volatility 1 Volatilität 1 extreme value theory (EVT) 1 firm loss function 1 regulator loss function 1 risk transfer 1 volatility estimators 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Fałdziński, Marcin 1 Osińska, Magdalena 1
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The journal of risk model validation 1
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The use of range-based volatility estimators in testing for Granger causality in risk on international capital markets
Fałdziński, Marcin; Osińska, Magdalena - In: The journal of risk model validation 14 (2020) 3, pp. 1-27
Persistent link: https://www.econbiz.de/10014335988
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