Arnold Polanski und Evarist Stoja - Info zur Person

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Efficient evaluation of multidimensional time-varying density...

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Efficient evaluation of multidimensional time-varying density forecasts, with applications to risk management. Arnold Polanski; Evarist Stoja ...

Multidimensional risk and risk dependence - EconBiz

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Cover Image. Multidimensional risk and risk dependence. Arnold Polanski; Evarist Stoja; Ren Zhang. Year of Publication: Authors: Polanski, Arnold; Stoja, ...

Dynamic density forecasts for multivariate asset returns - EconBiz

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Dynamic density forecasts for multivariate asset returns. Arnold Polanski; Evarist Stoja. Year of Publication: Authors: Polanski, Arnold; Stoja, Evarist.

Forecasting Multidimensional Tail Risk at Short and Long Horizons -...

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Title, Forecasting Multidimensional Tail Risk at Short and Long Horizons. Authors, Arnold Polanski, Evarist Stoja. Publisher, Bank of England, Export Citation, BiBTeX EndNote RefMan ...

Dynamic density forecasts for multivariate asset returns, Journal of...

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ARNOLD POLANSKI. 1. * AND EVARIST STOJA Queen's University Management School, Belfast, UK. 2. School of Economics, Finance and Management, ...

Forecasting Multidimensional Tail Risk at Short and Long Horizons by...

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Arnold Polanski. University of East Anglia. Evarist Stoja. University of Bristol. Date Written: June 09, Abstract. Multidimensional Value at Risk (MVaR) ... Arnold Polanski (Contact Author). University of East Anglia ( email ). Norwich, Norfolk NR4 7TJ United Kingdom 44 (0) (Phone).

Incorporating Higher Moments into Value at Risk Estimation by Arnold...

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SSRN-Incorporating Higher Moments into Value at Risk Estimation by Arnold Polanski, Evarist Stoja ... Arnold Polanski. affiliation not provided to SSRN ( email ) ...

Alle Infos zum Namen "Arnold Polanski"

Forecasting multidimensional tail risk at short and long horizons |...

www.bankofengland.co.uk

Staff Working Paper No Arnold Polanski and Evarist Stoja. Multidimensional Value at Risk (MVaR) generalises VaR in a natural way as ...

Forecasting multidimensional tail risk at short and long horizons...

research-information.bris.ac.uk

We compute short- and long-term MVaR forecasts for several multidimensional time series and discuss their (un)conditional accuracy.",. keywords = "Multidimensional Risk, Multidimensional Value at Risk, Two-factor decomposition, Long horizon forecasting",. author = "Evarist Stoja and Arnold Polanski",. year = "2017",.

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Arnold Polanski und Evarist Stoja Person-Info

Efficient evaluation of multidimensional time-varying density...

Multidimensional risk and risk dependence - EconBiz

Dynamic density forecasts for multivariate asset returns - EconBiz

Forecasting Multidimensional Tail Risk at Short and Long Horizons -...

Dynamic density forecasts for multivariate asset returns, Journal of...

Forecasting Multidimensional Tail Risk at Short and Long Horizons by...

Incorporating Higher Moments into Value at Risk Estimation by Arnold...

Alle Infos zum Namen "Arnold Polanski"

Forecasting multidimensional tail risk at short and long horizons |...

Forecasting multidimensional tail risk at short and long horizons...

Incorporating Higher Moments into Value at Risk Forecasting - Queen's...

Telling tales from the tails - University of Bristol

Working papers | School of Economics | University of Bristol