Model averaging and value-at-risk based evaluation of large multi asset volatility models for risk management:
Gespeichert in:
Hauptverfasser: | , |
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Format: | Buch |
Sprache: | English |
Veröffentlicht: |
Munich
CESifo
2004
Munich |
Schriftenreihe: | CESifo working papers
No. 1358 : Category 10, Empirical and theoretical methods |
Online-Zugang: | http://www.SSRN.com http://www.CESifo.de |
Beschreibung: | 40 S., [4] Bl. graph. Darst. |
Internformat
MARC
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338 | |b nc |2 rdacarrier | ||
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999 | |a oai:aleph.bib-bvb.de:BVB01-013023283 |
Datensatz im Suchindex
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any_adam_object | |
author | Pesaran, M. Hashem 1946- Zaffaroni, Paolo |
author_GND | (DE-588)122674146 |
author_facet | Pesaran, M. Hashem 1946- Zaffaroni, Paolo |
author_role | aut aut |
author_sort | Pesaran, M. Hashem 1946- |
author_variant | m h p mh mhp p z pz |
building | Verbundindex |
bvnumber | BV019695603 |
classification_rvk | QB 910 |
ctrlnum | (OCoLC)535473132 (DE-599)BVBBV019695603 |
dewey-full | 330 |
dewey-hundreds | 300 - Social sciences |
dewey-ones | 330 - Economics |
dewey-raw | 330 |
dewey-search | 330 |
dewey-sort | 3330 |
dewey-tens | 330 - Economics |
discipline | Wirtschaftswissenschaften |
format | Book |
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id | DE-604.BV019695603 |
illustrated | Illustrated |
indexdate | 2024-07-09T20:04:02Z |
institution | BVB |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-013023283 |
oclc_num | 535473132 |
open_access_boolean | |
owner | DE-355 DE-BY-UBR DE-12 DE-706 |
owner_facet | DE-355 DE-BY-UBR DE-12 DE-706 |
physical | 40 S., [4] Bl. graph. Darst. |
publishDate | 2004 |
publishDateSearch | 2004 |
publishDateSort | 2004 |
publisher | CESifo |
record_format | marc |
series | CESifo working papers |
series2 | CESifo working papers |
spelling | Pesaran, M. Hashem 1946- Verfasser (DE-588)122674146 aut Model averaging and value-at-risk based evaluation of large multi asset volatility models for risk management M. Hashem Pesaran ; Paolo Zaffaroni. Center for Economic Studies & Ifo Institute for Economic Research Munich CESifo 2004 Munich 40 S., [4] Bl. graph. Darst. txt rdacontent n rdamedia nc rdacarrier CESifo working papers No. 1358 : Category 10, Empirical and theoretical methods Zaffaroni, Paolo Verfasser aut CESifo working papers No. 1358 : Category 10, Empirical and theoretical methods (DE-604)BV013978326 1358 http://www.SSRN.com http://www.CESifo.de |
spellingShingle | Pesaran, M. Hashem 1946- Zaffaroni, Paolo Model averaging and value-at-risk based evaluation of large multi asset volatility models for risk management CESifo working papers |
title | Model averaging and value-at-risk based evaluation of large multi asset volatility models for risk management |
title_auth | Model averaging and value-at-risk based evaluation of large multi asset volatility models for risk management |
title_exact_search | Model averaging and value-at-risk based evaluation of large multi asset volatility models for risk management |
title_full | Model averaging and value-at-risk based evaluation of large multi asset volatility models for risk management M. Hashem Pesaran ; Paolo Zaffaroni. Center for Economic Studies & Ifo Institute for Economic Research |
title_fullStr | Model averaging and value-at-risk based evaluation of large multi asset volatility models for risk management M. Hashem Pesaran ; Paolo Zaffaroni. Center for Economic Studies & Ifo Institute for Economic Research |
title_full_unstemmed | Model averaging and value-at-risk based evaluation of large multi asset volatility models for risk management M. Hashem Pesaran ; Paolo Zaffaroni. Center for Economic Studies & Ifo Institute for Economic Research |
title_short | Model averaging and value-at-risk based evaluation of large multi asset volatility models for risk management |
title_sort | model averaging and value at risk based evaluation of large multi asset volatility models for risk management |
url | http://www.SSRN.com http://www.CESifo.de |
volume_link | (DE-604)BV013978326 |
work_keys_str_mv | AT pesaranmhashem modelaveragingandvalueatriskbasedevaluationoflargemultiassetvolatilitymodelsforriskmanagement AT zaffaronipaolo modelaveragingandvalueatriskbasedevaluationoflargemultiassetvolatilitymodelsforriskmanagement |