Tail-related risk measurement and forecasting in equity markets
Year of publication: |
2019
|
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Authors: | Bekiros, Stelios ; Loukeris, Nikolaos ; Eleftheriadis, Iordanis ; Avdoulas, Christos |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 53.2019, 2, p. 783-816
|
Subject: | Expected shortfall | Forecast evaluation | Risk measurement | Prognoseverfahren | Forecasting model | Risikomaß | Risk measure | Theorie | Theory | Messung | Measurement | Portfolio-Management | Portfolio selection | Risiko | Risk | Statistische Verteilung | Statistical distribution | Prognose | Forecast |
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