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: |
London
Centre for Economic Policy Research
2005
|
| Series: | CEPR - EABCN
2005,22 |
| Physical Description: | 26 S. 22 cm |
Staff View
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| id | DE-604.BV023561378 |
| illustrated | Not Illustrated |
| index_date | 2024-07-02T22:37:54Z |
| indexdate | 2024-07-09T21:24:33Z |
| institution | BVB |
| language | English |
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| physical | 26 S. 22 cm |
| publishDate | 2005 |
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| publisher | Centre for Economic Policy Research |
| record_format | marc |
| series | CEPR - EABCN |
| series2 | Discussion paper series / Centre for Economic Policy Research CEPR - EABCN |
| 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 and Paolo Zaffaroni London Centre for Economic Policy Research 2005 26 S. 22 cm txt rdacontent n rdamedia nc rdacarrier Discussion paper series / Centre for Economic Policy Research 5279 : Industrial organization and international macroeconomics CEPR - EABCN 2005,22 Zaffaroni, Paolo 1967- Verfasser (DE-588)129789984 aut Erscheint auch als Online-Ausgabe Centre for Economic Policy Research <London> Discussion paper 5279 (DE-604)BV023545932 5279 CEPR - EABCN 2005,22 (DE-604)BV035062383 2005,22 |
| spellingShingle | Pesaran, M. Hashem 1946- Zaffaroni, Paolo 1967- Model averaging and value-at-risk based evaluation of large multi-asset volatility models for risk management CEPR - EABCN |
| 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_exact_search_txtP | 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 and Paolo Zaffaroni |
| title_fullStr | Model averaging and value-at-risk based evaluation of large multi-asset volatility models for risk management M. Hashem Pesaran and Paolo Zaffaroni |
| title_full_unstemmed | Model averaging and value-at-risk based evaluation of large multi-asset volatility models for risk management M. Hashem Pesaran and Paolo Zaffaroni |
| 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 |
| volume_link | (DE-604)BV023545932 (DE-604)BV035062383 |
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