Forecast encompassing tests for the expected shortfall
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| Main Authors: | , |
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| Format: | Article (Journal) |
| Language: | English |
| Published: |
2021
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| In: |
International journal of forecasting
Year: 2021, Volume: 37, Issue: 2, Pages: 604-621 |
| ISSN: | 0169-2070 |
| Subjects: | |
| Online Access: |
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| Author Notes: | Timo Dimitriadis, Julie Schnaitmann |
| ISSN: | 0169-2070 |
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