P. Zaffaroni

Imperial College London

South Kensington Campus

Exhibition Road

London, Greater London SW7 2AZ

United Kingdom

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

  • Imperial College London

  • Bank of Italy

SCHOLARLY PAPERS

2

DOWNLOADS

574

SSRN CITATIONS

4

CROSSREF CITATIONS

6

Scholarly Papers (2)

Actions:
Email selected abstracts
1.

Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management

Downloads 574 (92,876)
Citation 5

Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management

Number of pages: 52 Posted: 19 Jan 2005
M. Hashem Pesaran and P. Zaffaroni
University of Southern California - Department of Economics and Imperial College London
Downloads 548 (97,372)

Abstract:

Loading...

model averaging, value-at-risk, decision based evaluation

Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management

CEPR Discussion Paper No. 5279
Number of pages: 30 Posted: 18 Nov 2005
M. Hashem Pesaran and P. Zaffaroni
University of Southern California - Department of Economics and Imperial College London
Downloads 26 (950,596)
Citation 2
  • Add to Cart

Abstract:

Loading...

Model averaging, value-at-risk, decision-based evaluations

2.

Beta Convergence

London School of Economics WP 97-332
Posted: 09 Mar 1998
Claudio Michelacci and P. Zaffaroni
Centre for Monetary and Financial Studies (CEMFI) and Imperial College London

Abstract:

Loading...