Model Averaging in Risk Management with an Application to Futures Markets

Repository URI
http://www.dspace.cam.ac.uk/handle/1810/229399
 https://www.repository.cam.ac.uk/handle/1810/229399
Repository DOI
https://doi.org/10.17863/CAM.5258
Files
0808.pdf (434.87 KB)
Type
Working Paper
Change log
Authors
Pesaran, M. Hashem 
Schleicher, C. 
Zaffaroni, P. 
Description
Keywords
Model Averaging, Value-at-Risk, Decision Based Evaluations
Is Part Of
Rights
All Rights Reserved
Collections
Cambridge Working Papers in Economics (CWPE)