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
CES
2004
|
| Series: | CESifo working papers
1358 : Category 10, Empirical and theoretical methods |
| Item Description: | Literaturverz. S. 37 - 40. - Auch im Internet unter den Adressen www.SSRN.com und www.CESifo.de verfügbar |
| Physical Description: | 40 S. |
Staff View
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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 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 |
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