Modeling and forecasting macroeconomic downside risk
Davide Delle Monache, Andrea De Polis, and Ivan Petrella
| Year of publication: |
2024
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|---|---|
| Authors: | Delle Monache, Davide ; De Polis, Andrea ; Petrella, Ivan |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 42.2024, 3, p. 1010-1025
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| Subject: | Business cycle | Downside risk | Financial conditions | Score driven | Skewness | Prognoseverfahren | Forecasting model | Konjunktur | Portfolio-Management | Portfolio selection | Theorie | Theory | Schätzung | Estimation | Risikomaß | Risk measure | Risiko | Risk |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2023.2277171 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015053528