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  • Search: subject:"time-heterogeneous Student's t AR model"
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Bank risk 1 Bankrisiko 1 Basel Accord 1 Basel III 1 Basler Akkord 1 Financial risk 1 Finanzrisiko 1 Forecasting model 1 Market risk 1 Marktrisiko 1 Portfolio selection 1 Portfolio-Management 1 Prognoseverfahren 1 Risiko 1 Risikomanagement 1 Risikomaß 1 Risk 1 Risk management 1 Risk measure 1 Theorie 1 Theory 1 Value-at-Risk 1 financial risk forecasting 1 market risk 1 time-heterogeneous Student's t AR model 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Michaelides, Michael 1 Poudyal, Niraj 1
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The financial review : the official publication of the Eastern Finance Association 1
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Good risk measures, bad statistical assumptions, ugly risk forecasts
Michaelides, Michael; Poudyal, Niraj - In: The financial review : the official publication of the … 59 (2024) 2, pp. 519-543
Persistent link: https://www.econbiz.de/10014543997
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