Forecasting expected shortfall and value at risk with a joint elicitable mixed data sampling model
Year of publication: |
2021
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---|---|
Authors: | Xu, Qifa ; Chen, Lu ; Jiang, Cuixia ; Liu, Yezheng |
Published in: |
Journal of Forecasting. - Wiley, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 41.2021, 3 (09.09.), p. 407-421
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Publisher: |
Wiley |
Saved in:
Online Resource
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