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~isPartOf:"Computational economics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial econometrics"
~person:"Avdoulas, Christos"
~person:"Bayer, Sebastian"
~subject:"Prognoseverfahren"
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Prognoseverfahren
Forecasting model
2
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Expected shortfall
1
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Risk measurement
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asymptotic theory
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backtesting
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Avdoulas, Christos
Bayer, Sebastian
Weiß, Gregor
3
Dimitriadis, Timo
2
Hoga, Yannick
2
McNeil, Alexander J.
2
Wied, Dominik
2
Ziggel, Daniel
2
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Journal of banking & finance
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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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2
Tail-related risk measurement and forecasting in equity markets
Bekiros, Stelios
;
Loukeris, Nikolaos
;
Eleftheriadis, …
- In:
Computational economics
53
(
2019
)
2
,
pp. 783-816
Persistent link: https://www.econbiz.de/10012134868
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