Model averaging and value-at-risk based evaluation of large multi asset volatility models for risk management:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Munich
CESifo
2004
Munich |
| Series: | CESifo working papers
No. 1358 : Category 10, Empirical and theoretical methods |
| Online Access: | http://www.SSRN.com http://www.CESifo.de |
| Physical Description: | 40 S., [4] Bl. graph. Darst. |
Staff View
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| illustrated | Illustrated |
| indexdate | 2024-07-09T20:04:02Z |
| institution | BVB |
| language | English |
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| publisher | CESifo |
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| series | CESifo working papers |
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| 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 |
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