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Evaluation of the interaction of risk management tools for cotton and soybeans

✍ Scribed by Keith H Coble; Manuel Zuniga; Richard Heifner

Book ID
117495674
Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
190 KB
Volume
75
Category
Article
ISSN
0308-521X

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Evaluation of correlation forecasting mo
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✍ Vasiliki D. Skintzi; Spyros Xanthopoulos-Sisinis πŸ“‚ Article πŸ“… 2007 πŸ› John Wiley and Sons 🌐 English βš– 234 KB πŸ‘ 1 views

## 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 value‐at‐risk calculations has not been explicitly investigated. In t