The VAR Implementation Handbook, Chapter 2 - Efficient VaR: Using Past Forecast Performance to Generate Improved VaR Forecasts
Author(s)
Greg N. Gregoriou
Greg N. Gregoriou
The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this comprehensive guide features cutting-edge research and findings from some of the industry’s most respected academics, practitioners, and consultants.
| ISBN-10: | 0071732616 |
|---|---|
| ISBN-13: | 9780071732611 |
| Book pages: | 2510 |
| Book language: | English |
| Edition: | 6 |
| Binding: | eBook |
| Publisher: | McGraw-Hill Professional |
| Dimensions: | Page Fidelity |
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