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Encompassing tests for value at risk and expected shortfall multistep forecasts based on inference on the boundary

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Bibliographic Details
Main Authors: Dimitriadis, Timo (Author) , Liu, Xiaochun (Author) , Schnaitmann, Julie (Author)
Format: Article (Journal)
Language:English
Published: 2023
In: Journal of financial econometrics
Year: 2023, Volume: 21, Issue: 2, Pages: 412-444
ISSN:1479-8417
DOI:10.1093/jjfinec/nbab004
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Aufsatz in Zeitschrift
Online Access:Verlag, lizenzpflichtig: https://academic.oup.com/jfec/article-pdf/21/2/412/49676588/nbab004.pdf
Resolving-System, lizenzpflichtig: https://doi.org/10.1093/jjfinec/nbab004
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Author Notes:Timo Dimitriadis, Xiaochun Liu and Julie Schnaitmann
Description
Physical Description:Online Resource
ISSN:1479-8417
DOI:10.1093/jjfinec/nbab004

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