Work

Model averaging in risk management with an application to futures marketsstar

Year: 2009

Type: article

Source: IRIS Research product catalog (Sapienza University of Rome)

DOI: 10.1016/j.jempfin.2008.08.001

Authors: M. HASHEM PESARAN, CHRISTOPH SCHLEICHER, ZAFFARONI, Paolo

Institutions: University of South Carolina, University of Cambridge, Imperial College London

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3124629785

FWCI: 14.09

Cites: 70

Cited by: 74

Related to: 10