Options
Ardia, David
Nom
Ardia, David
Affiliation principale
Fonction
Ancien.ne collaborateur.trice
Identifiants
Résultat de la recherche
Voici les éléments 1 - 2 sur 2
- PublicationAccès libreThe impact of parameter and model uncertainty on market risk predictions from GARCH-type models(2017-11)
; - PublicationAccès librePredicting market risk with density combination: An introduction(2016)
; Kolly, JeremyDensity forecast combination is a useful tool for risk managers to reduce model risk. We present up-to-date methodologies in the field, discuss key issues and provide some illustrations.