Value-at-risk forecasts under scrutiny—the German experience-Reference-Cited by-同舟云学术

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Value-at-risk forecasts under scrutiny—the German experience

Published:2007-12 Issue:6 Volume:7 Page:621-636
ISSN:1469-7688
Container-title:Quantitative Finance
language:en
Short-container-title:Quantitative Finance

Author:

Jaschke Stefan,Stahl Gerhard,Stehle Richard

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

http://www.tandfonline.com/doi/pdf/10.1080/14697680600999104

Reference25 articles.

1. How Accurate Are Value-at-Risk Models at Commercial Banks?

2. Bootstraps for Time Series

3. Evaluating Interval Forecasts

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2. Model Uncertainty in a Holistic Perspective;Springer Proceedings in Mathematics & Statistics;2016

3. Competitive risk management for online Bahncard problem;Journal of Industrial & Management Optimization;2010

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