id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
dem-4194	Górka, Joanna	The Sign RCA Models: Comparing Predictive Accuracy of VaR Measures	2010	22	.pdf	application/pdf	7623	351	72	The aim of this paper is to use the family of Sign RCA models to obtain the VaR forecasts and compare the results obtained from Sign RCA models with other selected VaR models. (2) The sign function, described by the following formula 1 for 0, 0 for 0, 1 for 0, t t t t y s y y >⎧ ⎪= =⎨ ⎪− <⎩ (3) 2 Theoretical properties of the family of Sign RCA models can be found in articles, i.e.: Appadoo, Thavaneswaran, Singh (2006), Aue (2004), Górka, (2008), Thavaneswaran, Appadoo, Bector (2006), Thavaneswaran, Appadoo (2006), Thavaneswaran, Appadoo, Ghahramani, (2009), Thavaneswaran, Peiris, Appadoo (2008).	cache/dem-4194.pdf	txt/dem-4194.txt