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Robust forecast evaluation of expected shortfall

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Bibliographic Details
Main Authors: Ziegel, Johanna (Author) , Krüger, Fabian (Author) , Jordan, Alexander I. (Author) , Fasciati, Fernando (Author)
Format: Article (Journal)
Language:English
Published: 2020
In: Journal of financial econometrics
Year: 2019, Volume: 18, Issue: 1, Pages: 95-120
ISSN:1479-8417
DOI:10.1093/jjfinec/nby035$
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Aufsatz in Zeitschrift
Online Access:Resolving-System, lizenzpflichtig, Volltext: https://doi.org/10.1093/jjfinec/nby035$
Verlag, lizenzpflichtig, Volltext: https://academic.oup.com/jfec/article-abstract/18/1/95/5306599?redirectedFrom=fulltext
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Author Notes:Johanna F. Ziegel, Fabian Krüger, Alexander Jordan and Fernando Fasciati
Description
Item Description:Published: 04 February 2019
Physical Description:Online Resource
ISSN:1479-8417
DOI:10.1093/jjfinec/nby035$

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