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~isPartOf:"Computational economics"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial econometrics"
~person:"Bayer, Sebastian"
~subject:"Prognoseverfahren"
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Prognoseverfahren
Forecasting model
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Mincer-Zarnowitz regression
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Risk measure
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asymptotic theory
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Bayer, Sebastian
Weiß, Gregor
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Asai, Manabu
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Dimitriadis, Timo
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Computational economics
International review of economics & finance : IREF
Journal of banking & finance
Journal of financial econometrics
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Regression-based expected shortfall backtesting
Bayer, Sebastian
;
Dimitriadis, Timo
- In:
Journal of financial econometrics
20
(
2022
)
3
,
pp. 437-471
Persistent link: https://www.econbiz.de/10013349110
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