Model Averaging in Risk Management with an Application to Futures Markets

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Authors
Pesaran, M. Hashem
Schleicher, C.
Zaffaroni, P.
Publication Date
2008-02
Series
Cambridge Working Papers in Economics
Publisher
Faculty of Economics
Type
Working Paper
Metadata
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Citation
Pesaran, M. H., Schleicher, C., & Zaffaroni, P. (2008). Model Averaging in Risk Management with an Application to Futures Markets. https://doi.org/10.17863/CAM.5258
Keywords
Model Averaging, Value-at-Risk, Decision Based Evaluations
Identifiers
CWPE0808
This record's DOI: https://doi.org/10.17863/CAM.5258
This record's URL: http://www.dspace.cam.ac.uk/handle/1810/229399https://www.repository.cam.ac.uk/handle/1810/229399
Rights
All Rights Reserved
Licence URL: https://www.rioxx.net/licenses/all-rights-reserved/
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