Forecast encompassing tests for the expected shortfall

Saved in:

Bibliographic Details
Main Authors:	Dimitriadis, Timo (Author) , Schnaitmann, Julie (Author)
Format:	Article (Journal)
Language:	English
Published:	2021
In:	International journal of forecasting Year: 2021, Volume: 37, Issue: 2, Pages: 604-621
ISSN:	0169-2070
Subjects:	Aufsatz in Zeitschrift
Online Access:
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, Seite 604-621

Article (Journal) Online Resource