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
CES
2004
|
| Schriftenreihe: | CESifo working papers
1358 : Category 10, Empirical and theoretical methods |
| Beschreibung: | Literaturverz. S. 37 - 40. - Auch im Internet unter den Adressen www.SSRN.com und www.CESifo.de verfügbar |
| Beschreibung: | 40 S. |
Internformat
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV026956977 | ||
| 003 | DE-604 | ||
| 005 | 20110228 | ||
| 007 | t | ||
| 008 | 110326s2004 |||| 00||| eng d | ||
| 015 | |a 05,B13,0424 |2 dnb | ||
| 035 | |a (OCoLC)76720668 | ||
| 035 | |a (DE-599)BVBBV026956977 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-188 | ||
| 084 | |a QB 910 |0 (DE-625)141231: |2 rvk | ||
| 084 | |a 650 |2 sdnb | ||
| 100 | 1 | |a Pesaran, M. Hashem |d 1946- |e Verfasser |0 (DE-588)122674146 |4 aut | |
| 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 |
| 264 | 1 | |a Munich |b CES |c 2004 | |
| 300 | |a 40 S. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a CESifo working papers |v 1358 : Category 10, Empirical and theoretical methods | |
| 500 | |a Literaturverz. S. 37 - 40. - Auch im Internet unter den Adressen www.SSRN.com und www.CESifo.de verfügbar | ||
| 700 | 1 | |a Zaffaroni, Paolo |e Verfasser |4 aut | |
| 810 | 2 | |a CESifo GmbH <München> |t CESifo working paper series |v 1358 |w (DE-604)BV013978326 |9 1358 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-021618047 | ||
Datensatz im Suchindex
| _version_ | 1804144418753609728 |
|---|---|
| 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 | BV026956977 |
| classification_rvk | QB 910 |
| ctrlnum | (OCoLC)76720668 (DE-599)BVBBV026956977 |
| discipline | Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01291nam a2200325 cb4500</leader><controlfield tag="001">BV026956977</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20110228 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">110326s2004 |||| 00||| eng d</controlfield><datafield tag="015" ind1=" " ind2=" "><subfield code="a">05,B13,0424</subfield><subfield code="2">dnb</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)76720668</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV026956977</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-188</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QB 910</subfield><subfield code="0">(DE-625)141231:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">650</subfield><subfield code="2">sdnb</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Pesaran, M. Hashem</subfield><subfield code="d">1946-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)122674146</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Model averaging and value-at-risk based evaluation of large multi-asset volatility models for risk management</subfield><subfield code="c">M. Hashem Pesaran ; Paolo Zaffaroni. Center for Economic Studies & Ifo Institute for Economic Research</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Munich</subfield><subfield code="b">CES</subfield><subfield code="c">2004</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">40 S.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">CESifo working papers</subfield><subfield code="v">1358 : Category 10, Empirical and theoretical methods</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Literaturverz. S. 37 - 40. - Auch im Internet unter den Adressen www.SSRN.com und www.CESifo.de verfügbar</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Zaffaroni, Paolo</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="810" ind1="2" ind2=" "><subfield code="a">CESifo GmbH <München></subfield><subfield code="t">CESifo working paper series</subfield><subfield code="v">1358</subfield><subfield code="w">(DE-604)BV013978326</subfield><subfield code="9">1358</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-021618047</subfield></datafield></record></collection> |
| id | DE-604.BV026956977 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T23:03:15Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-021618047 |
| oclc_num | 76720668 |
| open_access_boolean | |
| owner | DE-188 |
| owner_facet | DE-188 |
| physical | 40 S. |
| publishDate | 2004 |
| publishDateSearch | 2004 |
| publishDateSort | 2004 |
| publisher | CES |
| record_format | marc |
| 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 CES 2004 40 S. txt rdacontent n rdamedia nc rdacarrier CESifo working papers 1358 : Category 10, Empirical and theoretical methods Literaturverz. S. 37 - 40. - Auch im Internet unter den Adressen www.SSRN.com und www.CESifo.de verfügbar Zaffaroni, Paolo Verfasser aut CESifo GmbH <München> CESifo working paper series 1358 (DE-604)BV013978326 1358 |
| spellingShingle | Pesaran, M. Hashem 1946- Zaffaroni, Paolo Model averaging and value-at-risk based evaluation of large multi-asset volatility models for risk management |
| 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 |
| volume_link | (DE-604)BV013978326 |
| work_keys_str_mv | AT pesaranmhashem modelaveragingandvalueatriskbasedevaluationoflargemultiassetvolatilitymodelsforriskmanagement AT zaffaronipaolo modelaveragingandvalueatriskbasedevaluationoflargemultiassetvolatilitymodelsforriskmanagement |