![](images/graphics/blank.gif)
Forecasting Value at Risk: Evidence from Emerging Economies in Asia
16
lượt xem 0
download
lượt xem 0
download
![](https://tailieu.vn/static/b2013az/templates/version1/default/images/down16x21.png)
In this paper, various Value-at-Risk techniques are applied to stock indices of 9 Asian emerging financial markets. The results from our selected models are then backtested by Unconditional Coverage, Independence, Joint Tests of Unconditional Coverage and Independence and Basel tests to ensure the quality of Value-at-Risk (VaR) estimates.
Chủ đề:
Bình luận(0) Đăng nhập để gửi bình luận!
![](images/graphics/blank.gif)
CÓ THỂ BẠN MUỐN DOWNLOAD