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~isPartOf:"Applied economics letters"
~isPartOf:"Journal of forecasting"
~person:"Chen, Lu"
~subject:"Statistical distribution"
~subject:"Systemrisiko"
~subject:"expected shortfall"
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TWO-COMPONENT EXTREME VALUE DI...
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Forecasting expected shortfall and value at risk with a joint elicitable mixed data sampling model
Xu, Qifa
;
Chen, Lu
;
Jiang, Cuixia
;
Liu, Yezheng
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 407-421
Persistent link: https://www.econbiz.de/10013166148
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