Modellrisiko = Spezifikation + Validierung
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More about this item
Keywords
Modellrisiko; multivariate Zeitreihenmodelle; Wilkie-Modell;All these keywords.
JEL classification:
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-GER-2011-04-16 (German Papers)
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