Daily growth at risk : financial or real drivers? : the answer is not always the same
Year of publication: |
2024
|
---|---|
Authors: | Chuliá, Helena ; Garron, Ignacio ; Uribe, Jorge |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier Science, ISSN 0169-2070, ZDB-ID 1495951-3. - Vol. 40.2024, 2, p. 762-776
|
Subject: | Forecasting | Machine learning | Quantiles | Value at risk | Vulnerable growth | Risikomaß | Risk measure | Prognoseverfahren | Forecasting model | Wirtschaftswachstum | Economic growth | Risiko | Risk | Risikomanagement | Risk management |
-
One-day-ahead forecast of state of turbulence based on today's economic situation
Chlebus, Marcin, (2018)
-
On equity risk prediction and tail spillovers
Pouliasis, Panos, (2017)
-
Lost in noise? : some thoughts on the use of machine learning in financial market risk measurement
Quell, Peter, (2023)
- More ...
-
Modeling longevity risk with generalized dynamic factor models and vine-copulae
Chuliá, Helena, (2016)
-
Asymmetric volatility spillovers and consumption risk-sharing
Uribe, Jorge, (2021)
-
Volatility spillovers in energy markets
Chuliá, Helena, (2019)
- More ...