Forecast encompassing tests for the expected shortfall
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Dokumenttyp: | Article (Journal) |
| Sprache: | Englisch |
| Veröffentlicht: |
April-June2021
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| In: |
International journal of forecasting
Year: 2021, Jahrgang: 37, Heft: 2, Pages: 604-621 |
| ISSN: | 0169-2070 |
| DOI: | 10.1016/j.ijforecast.2020.07.008 |
| Online-Zugang: | Resolving-System, kostenfrei: https://doi.org/10.1016/j.ijforecast.2020.07.008
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| Verfasserangaben: | Timo Dimitriadis, Julie Schnaitmann |
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| 650 | 4 | |a Model selection | |
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