Title of article
Assessing the risk forecasts for Japanese stock market
Author/Authors
Tae-Hwy Lee، نويسنده , , Burak Saltolu، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
23
From page
63
To page
85
Keywords
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
Journal title
Japan and the World Economy
Serial Year
2002
Journal title
Japan and the World Economy
Record number
228470
Link To Document