Forecast encompassing tests for the expected shortfall
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Dokumenttyp: | Article (Journal) |
| Sprache: | Englisch |
| Veröffentlicht: |
2021
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| In: |
International journal of forecasting
Year: 2021, Jahrgang: 37, Heft: 2, Pages: 604-621 |
| ISSN: | 0169-2070 |
| Schlagworte: | |
| Online-Zugang: |
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| Verfasserangaben: | Timo Dimitriadis, Julie Schnaitmann |
MARC
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