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International journal of forecasting
RIETI discussion paper
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
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Rural landscapes and agricultural policies in Europe : [selected papers of the Final MEA-Scope Workshop ; held from the 17th to the 20th September 2007 in Florence, Italy]
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Semi-parametric dynamic asymmetric Laplace models for tail risk forecasting, incorporating realized measures
Gerlach, Richard
;
Wang, Chao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 489-506
Persistent link: https://www.econbiz.de/10012415185
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Nonparametric expected shortfall forecasting incorporating weighted quantiles
Storti, Giuseppe
;
Wang, Chao
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 224-239
Persistent link: https://www.econbiz.de/10013347785
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