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1. Modeling and evaluating conditional quantile dynamics in VaR forecasts

   Author: Cipollini, Fabrizio; Gallo, Giampiero M.; Palandri, Alessandro

   Published: giugno 2023

   Publisher:  CRENoS, Cagliari, Italia

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   Verlag (kostenfrei) Verlag (kostenfrei)

   Kiel: ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel

   Location:

   ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel

   Signature:

   VS 673

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   Source:	Union catalogues
   Language:	English
   Media type:	Book
   Format:	Online
   Edition:	Prima edizione
   Series:	Working papers / CRENoS ; 2023, 08
   Subjects:	Risk management; Value at Risk; dynamic quantile; asymmetric loss function; forecast evaluation
   Scope:	1 Online-Ressource (circa 42 Seiten), Illustrationen