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