Measuring the market risk of freight rates: A forecast combination approach

DOI10.1002/FOR.2485zbMath1398.91675OpenAlexW3124566862MaRDI QIDQ4961420

Christos Argyropoulos, Ekaterini Panopoulou

Publication date: 29 October 2018

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://kar.kent.ac.uk/45214/1/AP_May_2015.pdf

zbMATH Keywords

performance evaluationvalue-at-riskbacktestingvolatility forecastscombination forecasts

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

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