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
Author Notes:	Timo Dimitriadis, Julie Schnaitmann

Forecast encompassing tests for the expected shortfall by Dimitriadis, Timo (Author) , Schnaitmann, Julie (Author) ,

in: International journal of forecasting, 37 (2021), 2 vom: Apr./Juni, Seite 604-621

Article (Journal)