Model averaging in risk management with an application to futures markets:
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Munich
CESifo
2008
|
| Series: | CESifo working papers
2231 : Category 10, Empirical and theoretical methods |
| Subjects: | |
| Online Access: | Volltext |
| Item Description: | Literaturverz. S. 43 - 45 |
| Physical Description: | 45 S. |
Staff View
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Record in the Search Index
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| author_role | aut aut aut |
| author_sort | Pesaran, M. Hashem 1946- |
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| id | DE-604.BV023292281 |
| illustrated | Not Illustrated |
| index_date | 2024-07-02T20:43:36Z |
| indexdate | 2024-07-09T21:15:07Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016476868 |
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| physical | 45 S. |
| psigel | ebook |
| publishDate | 2008 |
| publishDateSearch | 2008 |
| publishDateSort | 2008 |
| 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 in risk management with an application to futures markets M. Hashem Pesaran ; Christoph Schleicher ; Paolo Zaffaroni Munich CESifo 2008 45 S. txt rdacontent n rdamedia nc rdacarrier CESifo working papers 2231 : Category 10, Empirical and theoretical methods Literaturverz. S. 43 - 45 Risikomanagement (DE-588)4121590-4 gnd rswk-swf Numerisches Modell (DE-588)4338132-7 gnd rswk-swf Value at Risk (DE-588)4519495-6 gnd rswk-swf Risikomanagement (DE-588)4121590-4 s Numerisches Modell (DE-588)4338132-7 s DE-604 Value at Risk (DE-588)4519495-6 s Schleicher, Christoph Verfasser (DE-588)130443743 aut Zaffaroni, Paolo 1967- Verfasser (DE-588)129789984 aut CESifo working papers 2231 : Category 10, Empirical and theoretical methods (DE-604)BV013978326 2231 http://www.cesifo-group.de/DocDL/cesifo1_wp2231.pdf Verlag kostenfrei Volltext |
| spellingShingle | Pesaran, M. Hashem 1946- Schleicher, Christoph Zaffaroni, Paolo 1967- Model averaging in risk management with an application to futures markets CESifo working papers Risikomanagement (DE-588)4121590-4 gnd Numerisches Modell (DE-588)4338132-7 gnd Value at Risk (DE-588)4519495-6 gnd |
| subject_GND | (DE-588)4121590-4 (DE-588)4338132-7 (DE-588)4519495-6 |
| title | Model averaging in risk management with an application to futures markets |
| title_auth | Model averaging in risk management with an application to futures markets |
| title_exact_search | Model averaging in risk management with an application to futures markets |
| title_exact_search_txtP | Model averaging in risk management with an application to futures markets |
| title_full | Model averaging in risk management with an application to futures markets M. Hashem Pesaran ; Christoph Schleicher ; Paolo Zaffaroni |
| title_fullStr | Model averaging in risk management with an application to futures markets M. Hashem Pesaran ; Christoph Schleicher ; Paolo Zaffaroni |
| title_full_unstemmed | Model averaging in risk management with an application to futures markets M. Hashem Pesaran ; Christoph Schleicher ; Paolo Zaffaroni |
| title_short | Model averaging in risk management with an application to futures markets |
| title_sort | model averaging in risk management with an application to futures markets |
| topic | Risikomanagement (DE-588)4121590-4 gnd Numerisches Modell (DE-588)4338132-7 gnd Value at Risk (DE-588)4519495-6 gnd |
| topic_facet | Risikomanagement Numerisches Modell Value at Risk |
| url | http://www.cesifo-group.de/DocDL/cesifo1_wp2231.pdf |
| volume_link | (DE-604)BV013978326 |
| work_keys_str_mv | AT pesaranmhashem modelaveraginginriskmanagementwithanapplicationtofuturesmarkets AT schleicherchristoph modelaveraginginriskmanagementwithanapplicationtofuturesmarkets AT zaffaronipaolo modelaveraginginriskmanagementwithanapplicationtofuturesmarkets |