Model Risk in Var Estimation: an Empirical Study.

Jing Yao Zhongfei Li Kai W. Ng

Published in: Int. J. Inf. Technol. Decis. Mak. (2006)

Keyphrases

computational model
parameter estimation
cost function
probabilistic model
statistical model
formal model
estimation algorithm
mathematical model
risk management
data sets
objective function
experimental data
neural network model
maximum likelihood estimation