Model averaging and value-at-risk based evaluation of large multi asset volatility models for risk management:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| 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
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| 041 | 0 | |a eng | |
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| 245 | 1 | 0 | |a Model averaging and value-at-risk based evaluation of large multi asset volatility models for risk management |c M. Hashem Pesaran ; Paolo Zaffaroni. Center for Economic Studies & Ifo Institute for Economic Research |
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| 264 | 1 | |a Munich | |
| 300 | |a 40 S., [4] Bl. |b graph. Darst. | ||
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| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
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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 |