Title of article :
Real-time assessment of value-at-risk and volatility accuracy
Author/Authors :
Joe H. Sullivan، نويسنده , , Zachary G. Stoumbos، نويسنده , , Robert Brooks، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Pages :
14
From page :
323
To page :
336
Keywords :
kullback information , CUSUM , Density forecast assessment , STATISTICAL PROCESS CONTROL , likelihood ratio , Probability integral transformation , Sequential testing
Journal title :
Nonlinear Analysis: Real World Applications
Serial Year :
2007
Journal title :
Nonlinear Analysis: Real World Applications
Record number :
292521
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=292521
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