Model averaging in risk management with an application to futures markets:
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Munich
CESifo
2008
|
| Schriftenreihe: | CESifo working papers
2231 : Category 10, Empirical and theoretical methods |
| Schlagworte: | |
| Beschreibung: | Auch im Internet unter den Adressen www.SSRN.com und www.CESifo.de verfügbar |
| Beschreibung: | 45 S. graph. Darst. |
Internformat
MARC
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| 490 | 1 | |a CESifo working papers |v 2231 : Category 10, Empirical and theoretical methods | |
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| 700 | 1 | |a Zaffaroni, Paolo |e Verfasser |4 aut | |
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Datensatz im Suchindex
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| author | Pesaran, M. Hashem 1946- Schleicher, Christoph Zaffaroni, Paolo |
| author_GND | (DE-588)122674146 (DE-588)130443743 |
| author_facet | Pesaran, M. Hashem 1946- Schleicher, Christoph Zaffaroni, Paolo |
| author_role | aut aut aut |
| author_sort | Pesaran, M. Hashem 1946- |
| author_variant | m h p mh mhp c s cs p z pz |
| building | Verbundindex |
| bvnumber | BV026957781 |
| classification_rvk | QB 910 |
| ctrlnum | (OCoLC)229451794 (DE-599)HBZHT015482024 |
| discipline | Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV026957781 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T23:03:16Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-021618851 |
| oclc_num | 229451794 |
| open_access_boolean | |
| owner | DE-188 |
| owner_facet | DE-188 |
| physical | 45 S. graph. Darst. |
| publishDate | 2008 |
| publishDateSearch | 2008 |
| publishDateSort | 2008 |
| publisher | CESifo |
| record_format | marc |
| 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. graph. Darst. txt rdacontent n rdamedia nc rdacarrier CESifo working papers 2231 : Category 10, Empirical and theoretical methods Auch im Internet unter den Adressen www.SSRN.com und www.CESifo.de verfügbar 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 Verfasser aut CESifo GmbH <München> CESifo working paper series 2231 (DE-604)BV013978326 2231 |
| spellingShingle | Pesaran, M. Hashem 1946- Schleicher, Christoph Zaffaroni, Paolo Model averaging in risk management with an application to futures markets 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_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 |
| volume_link | (DE-604)BV013978326 |
| work_keys_str_mv | AT pesaranmhashem modelaveraginginriskmanagementwithanapplicationtofuturesmarkets AT schleicherchristoph modelaveraginginriskmanagementwithanapplicationtofuturesmarkets AT zaffaronipaolo modelaveraginginriskmanagementwithanapplicationtofuturesmarkets |