Measurement errors in stock markets

DOI10.1007/S10479-016-2138-ZzbMath1404.62137OpenAlexW2291710465MaRDI QIDQ1615793

Hachmi Ben Ameur, Abdoulkarim Idi Cheffou, Fredj Jawadi, Wael Louhichi

Publication date: 31 October 2018

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-016-2138-z

zbMATH Keywords

measurement errorsystemic riskfinancial performancecovar and MESvar

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Related Items (4)

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Cites Work

• How better monetary statistics could have signaled the financial crisis
• Coherent Measures of Risk
• MEASUREMENT ERROR IN MONETARY AGGREGATES: A MARKOV SWITCHING FACTOR APPROACH
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