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Inaccurate Value at Risk Estimations: Bad Modeling or Inappropriate Data?
Forecasting accurate Value-at-Risk (VaR) estimations is a crucial task in applied financial risk management. Even though there have been significant advances in the field of financial econometrics, many crises have been documented throughout the world in the last decades. An explanation for this dis...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Springer US
2021
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8219786/ https://www.ncbi.nlm.nih.gov/pubmed/34177119 http://dx.doi.org/10.1007/s10614-021-10123-8 |