Forecasting tail risks
Year of publication: |
January/February 2017
|
---|---|
Authors: | De Nicolò, Gianni ; Lucchetta, Marcella |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 32.2017, 1, p. 159-170
|
Subject: | tail risks | density forecasts | factor models | quantile projections | Statistische Verteilung | Statistical distribution | Prognoseverfahren | Forecasting model | Risikomaß | Risk measure |
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