Forecasting Tail Risks
Year of publication: |
2015
|
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Authors: | Nicolò, Gianni De ; Lucchetta, Marcella |
Institutions: | CESifo |
Subject: | tail risks | density forecasts | factor models | quantile projections |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 5286 |
Classification: | C50 - Econometric Modeling. General ; E30 - Prices, Business Fluctuations, and Cycles. General ; G20 - Financial Institutions and Services. General |
Source: |
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De Nicolò, Gianni, (2015)
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De Nicolò, Gianni, (2015)
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De Nicolò, Gianni, (2017)
- More ...
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Bank Competition and Financial Stability: A General Equilibrium Exposition
Nicolò, Gianni De, (2013)
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Financial intermediation, competition, and risk : a general equilibrium exposition
De Nicolò, Gianni, (2009)
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Financial intermediation, competition, and risk : a general equilibrium exposition
De Nicolò, Gianni, (2010)
- More ...