Forecasting Tail Risk with Expectile Regression
Year of publication: |
2022
|
---|---|
Authors: | Li, Haiqi ; Zhang, Jing ; Chen, Xingyi |
Publisher: |
[S.l.] : SSRN |
Subject: | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Risikomaß | Risk measure | Theorie | Theory | Risiko | Risk | Statistische Verteilung | Statistical distribution |
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