Efficient VAR: Using Past Forecast Performance to Generate Improved VaR Forecasts
Greg N Gregoriou · 2010
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About the book
The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this comprehensive guide features cutting-edge research and findings from some of the industry's most respected academics, practitioners, and consultants.
Book details
- Year
- 2010
- Language
- English
- Publisher
- McGraw-Hill
- Editions
- 1
- ISBN
- 9780071732611
Data source: Wikidata
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