Forecast encompassing tests for the expected shortfall von Dimitriadis, Timo, Schnaitmann, Julie

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Encompassing Tests for Value at Risk and Expected Shortfall Multistep Forecasts Based on Inference on the Boundary von Dimitriadis, Timo, Liu, Xiaochun, Schnaitmann, Julie

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A Regularized Factor-augmented Vector Autoregressive Model von Daniele, Maurizio, Schnaitmann, Julie

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Forecast Encompassing Tests for the Expected Shortfall von Dimitriadis, Timo, Schnaitmann, Julie

Volltext bestellen

Encompassing Tests for Value at Risk and Expected Shortfall Multi-Step Forecasts based on Inference on the Boundary von Dimitriadis, Timo, Liu, Xiaochun, Schnaitmann, Julie

Volltext bestellen

Forecast Encompassing Tests for the Expected Shortfall von Dimitriadis, Timo, Schnaitmann, Julie

Volltext

A Regularized Factor-augmented Vector Autoregressive Model von Daniele, Maurizio, Schnaitmann, Julie

Volltext

Encompassing Tests for Value at Risk and Expected Shortfall Multi-Step Forecasts based on Inference on the Boundary von Dimitriadis, Timo, Liu, Xiaochun, Schnaitmann, Julie

Volltext