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Identifier | 000421933 | ||||||
Title | Value at Risk and combined forecasts : a forecasting evaluation performance | ||||||
Alternative Title | Αξία σε κίνδυνο και συνδιαστικές προβλέψεις : παρουσίαση και αξιολόγηση των προβλέψεων. | ||||||
Author | Καστρινάκη, Αικατερίνη | ||||||
Thesis advisor | Τσιώτας Γιώργος | ||||||
Reviewer |
Κουκουριτάκης Μίνωας
Τζίνιους Μαργαρίτα |
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Language | Greek | ||||||
Subject | AIC weighted CAViaR estimates | ||||||
AIC συνδιαστικές CAViaR εκτιμήσεις | |||||||
CAViaR models | |||||||
Forecasting evaluation methods | |||||||
Value at risk | |||||||
Αξία σε κίνδυνο | |||||||
Μέθοδοι ελέγχου προβλέψεων | |||||||
Μοντέλα CAViaR | |||||||
Issue date | 2017 | ||||||
Collection | School/Department--School of Social Sciences--Department of Economics--Post-graduate theses | ||||||
Type of Work--Post-graduate theses | |||||||
Permanent Link | https://elocus.lib.uoc.gr//dlib/4/f/1/metadata-dlib-1554276587-276218-27625.tkl | ||||||
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