Showing 1 - 10 of 15
Persistent link: https://www.econbiz.de/10008664042
Persistent link: https://www.econbiz.de/10011432790
Persistent link: https://www.econbiz.de/10009619346
Persistent link: https://www.econbiz.de/10009619356
Persistent link: https://www.econbiz.de/10009619368
Persistent link: https://www.econbiz.de/10009619552
A risk management strategy that is designed to be robust to the Global Financial Crisis (GFC), in the sense of selecting a Value-at-Risk (VaR) forecast that combines the forecasts of different VaR models, was proposed in McAleer et al. (2010c). The robust forecast is based on the median of the...
Persistent link: https://www.econbiz.de/10008936147
Persistent link: https://www.econbiz.de/10009781946
Persistent link: https://www.econbiz.de/10010360666
Persistent link: https://www.econbiz.de/10010360674