Forecast encompassing tests for the expected shortfall
Year of publication: |
2021
|
---|---|
Authors: | Dimitriadis, Timo ; Schnaitmann, Julie |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 37.2021, 2, p. 604-621
|
Subject: | Combining forecasts | Evaluating forecasts | Loss function | Model selection | Statistical tests | Theorie | Theory | Prognoseverfahren | Forecasting model | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis |
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