Showing 1 - 10 of 42
The efficiency of macroeconomic policies depends on adequate business cycle approximation. Given that potential output and the output gap (the difference between actual and potential output) are not directly observable, their values need to be estimated using alternative statistical, structural,...
Persistent link: https://www.econbiz.de/10005036672
In this paper historical performance of eleven approaches for estimation of one-day 95% value-at-risk is evaluated …-covariance method for VaR estimation were investigated. Performance of all approaches was evaluated using seven performance criteria …
Persistent link: https://www.econbiz.de/10005036597
Persistent link: https://www.econbiz.de/10001231307
Persistent link: https://www.econbiz.de/10001616934
Persistent link: https://www.econbiz.de/10001418685
Persistent link: https://www.econbiz.de/10000963899
Persistent link: https://www.econbiz.de/10002052464