Forecast encompassing tests for the expected shortfall

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SEEK ID: https://publications.h-its.org/publications/1373

Filename: 1-s2.0-S0169207020301126-main.pdf 

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SEEK ID: https://publications.h-its.org/publications/1373

DOI: 10.1016/j.ijforecast.2020.07.008

Research Groups: Computational Statistics

Publication type: Journal

Journal: International Journal of Forecasting

Publisher: Elsevier BV

Citation: International Journal of Forecasting, 37(2):604–621

Date Published: 1st Apr 2021

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Registered Mode: manually

Authors: Timo Dimitriadis, Julie Schnaitmann

Citation
Dimitriadis, T., & Schnaitmann, J. (2021). Forecast encompassing tests for the expected shortfall. In International Journal of Forecasting (Vol. 37, Issue 2, pp. 604–621). Elsevier BV. https://doi.org/10.1016/j.ijforecast.2020.07.008
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Created: 10th Dec 2021 at 12:08

Last updated: 10th May 2024 at 12:20

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