## Abstract Reliable correlation forecasts are of paramount importance in modern risk management systems. A plethora of correlation forecasting models have been proposed in the open literature, yet their impact on the accuracy of valueβatβrisk calculations has not been explicitly investigated. In t
A Technique for Evaluating Forecasting Models
β Scribed by Dr. E. Xekalaki; S. K. Katti
- Publisher
- John Wiley and Sons
- Year
- 1984
- Tongue
- English
- Weight
- 607 KB
- Volume
- 26
- Category
- Article
- ISSN
- 0323-3847
No coin nor oath required. For personal study only.
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