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A Moments-based Procedure for Evaluating Risk Forecasting Models.

Dowd, K.

Authors



Contributors

G. Christodoulakis
Editor

S. Satcchell
Editor

Citation

Dowd, K. (2008). A Moments-based Procedure for Evaluating Risk Forecasting Models. In G. Christodoulakis, & S. Satcchell (Eds.), Analytics of Risk Model Validation (45-59). Elsevier

Publication Date 2008
Deposit Date Aug 13, 2013
Publisher Elsevier
Pages 45-59
Book Title Analytics of Risk Model Validation
Public URL https://durham-repository.worktribe.com/output/1651578