Robust forecast evaluation of expected shortfall
Gespeichert in:
| Hauptverfasser: | , , , |
|---|---|
| Dokumenttyp: | Article (Journal) |
| Sprache: | Englisch |
| Veröffentlicht: |
2020
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| In: |
Journal of financial econometrics
Year: 2019, Jahrgang: 18, Heft: 1, Pages: 95-120 |
| ISSN: | 1479-8417 |
| DOI: | 10.1093/jjfinec/nby035$ |
| Schlagworte: | |
| Online-Zugang: | 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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| Verfasserangaben: | Johanna F. Ziegel, Fabian Krüger, Alexander Jordan and Fernando Fasciati |
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