Improving the value at risk forecasts: theory and evidence from the financial crisis (Q310964)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Improving the value at risk forecasts: theory and evidence from the financial crisis |
scientific article; zbMATH DE number 6630488
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Improving the value at risk forecasts: theory and evidence from the financial crisis |
scientific article; zbMATH DE number 6630488 |
Statements
Improving the value at risk forecasts: theory and evidence from the financial crisis (English)
0 references
28 September 2016
0 references
value-at-risk
0 references
optimal forecast combination
0 references
quantile regression
0 references
method of moments
0 references
financial crisis
0 references
0 references
0.8785689
0 references
0 references
0 references
0.8636192
0 references
0.86084205
0 references
0.85871005
0 references
