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Model averaging in risk management with an application to futures markets

M. Hashem Pesaran

Publication Data

Title Model averaging in risk management with an application to futures markets
Author M. Hashem Pesaran
Contributors Christoph Schleicher, Paolo Zaffaroni, Paolo Zaffaroni
Publisher University of Cambridge, Faculty of Economics
Publication date 2008
Publication location Cambridge
Language English

Topics

Econometric models
Financial futures :: Econometric models
Risk management

Catalogue Data

OBNB ID GBA874824
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.6452

ISBD

P1053 45 p.
P1042 Includes bibliographical references.

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Model averaging in risk management with an application to futures markets by M. Hashem Pesaran. Published by University of Cambridge, Faculty of Economics in 2008. Publication and catalogue information, links to buy online and reader comments.