Forecast encompassing tests for the expected shortfall

View Publication
Abstract:
No abstract specified

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

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

Format: PDF document

Size: 807 KB

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

URL:

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
Activity

Views: 4325   Downloads: 1

Created: 10th Dec 2021 at 12:08

Last updated: 10th May 2024 at 12:20

help Tags

This item has not yet been tagged.

help Attributions

None

Powered by
 (v.1.15.2)
About HITS Publication SEEK | About HITS-Publication-SEEK | Funding and Programmes | Credits
Copyright © 2008 - 2024 The University of Manchester and HITS gGmbH