Assessing the risk forecasts for Japanese stock market

Tae-Hwy Lee، نويسنده , , Burak Saltolu، نويسنده ,

روزنامه با شماره پیاپی سال 2002

23

63

85

VAR , ARCH , Historical simulation , Variance–covariance method , Monte Carlo method , Non-parametric quantile regression , Extreme value theory , GPD , GEV , Hill estimator , Predictive ability , Reality check , loss functions , Data snooping

Japan and the World Economy

2002

Japan and the World Economy

228470