Inaccurate Value at Risk Estimations: Bad Modeling or Inappropriate Data?
Inaccurate Value at Risk Estimations: Bad Modeling or Inappropriate Data?
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Publisher
New York: Springer US
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Language
English
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Publisher
New York: Springer US
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Scope and Contents
Contents
Forecasting accurate Value-at-Risk (VaR) estimations is a crucial task in applied financial risk management. Even though there have been significant advances in the field of financial econometrics, many crises have been documented throughout the world in the last decades. An explanation for this discrepancy is that many contemporary models are too...
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Full title
Inaccurate Value at Risk Estimations: Bad Modeling or Inappropriate Data?
Authors, Artists and Contributors
Author / Creator
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Record Identifier
TN_cdi_pubmedcentral_primary_oai_pubmedcentral_nih_gov_8219786
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_pubmedcentral_primary_oai_pubmedcentral_nih_gov_8219786
Other Identifiers
ISSN
0927-7099
E-ISSN
1572-9974
DOI
10.1007/s10614-021-10123-8
