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Post-graduate theses
Current Record: 16 of 145
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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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| Views | 215 | ||||||
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