Model averaging and value-at-risk based evaluation of large multi-asset volatility models for risk management:
Gespeichert in:
| Beteiligte Personen: | , |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| 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 |
| Umfang: | 40 S. |
Internformat
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Datensatz im Suchindex
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| author | Pesaran, M. Hashem 1946- Zaffaroni, Paolo |
| author_GND | (DE-588)122674146 |
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| author_role | aut aut |
| author_sort | Pesaran, M. Hashem 1946- |
| author_variant | m h p mh mhp p z pz |
| building | Verbundindex |
| bvnumber | BV026956977 |
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| illustrated | Not Illustrated |
| indexdate | 2024-12-20T14:56:07Z |
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| language | English |
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| physical | 40 S. |
| publishDate | 2004 |
| publishDateSearch | 2004 |
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| publisher | CES |
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| 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 |
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