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Forecast encompassing tests for the expected shortfall

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Bibliographic Details
Main Authors: Dimitriadis, Timo (Author) , Schnaitmann, Julie (Author)
Format: Article (Journal)
Language:English
Published: April-June2021
In: International journal of forecasting
Year: 2021, Volume: 37, Issue: 2, Pages: 604-621
ISSN:0169-2070
DOI:10.1016/j.ijforecast.2020.07.008
Online Access:Resolving-System, kostenfrei: https://doi.org/10.1016/j.ijforecast.2020.07.008
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Author Notes:Timo Dimitriadis, Julie Schnaitmann
Description
Physical Description:Online Resource
ISSN:0169-2070
DOI:10.1016/j.ijforecast.2020.07.008

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