Evaluating Value-at-Risk Models with Desk-Level Data.
Jeremy BerkowitzPeter F. ChristoffersenDenis PelletierPublished in: Manag. Sci. (2011)
Keyphrases
- social networks
- data sets
- data collection
- experimental data
- image data
- synthetic data
- training data
- data structure
- data analysis
- historical data
- higher level
- empirical data
- complex data
- spatial data
- complex systems
- database
- data processing
- probabilistic model
- data sources
- prior knowledge
- high quality
- model selection
- machine learning
- data distribution
- statistical methods
- raw data
- original data
- relational databases
- explanatory variables