Selected GARCH‑type Models in the Metals Market – Backtesting of Value‑at‑Risk
Risk analysis in the financial market requires the correct evaluation of volatility in terms of both prices and asset returns. Disturbances in quality of information, the economic and political situation and investment speculations cause incredible difficulties in accurate forecasting. From the inve...
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| Format: | Article |
| Language: | English |
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Lodz University Press
2017-11-01
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| Series: | Acta Universitatis Lodziensis. Folia Oeconomica |
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| Online Access: | https://czasopisma.uni.lodz.pl/foe/article/view/987 |