Forecasting Tail Risks
Year of publication: |
2015
|
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Authors: | De Nicolò, Gianni ; Lucchetta, Marcella |
Publisher: |
Munich : Center for Economic Studies and ifo Institute (CESifo) |
Subject: | tail risks | density forecasts | factor models | quantile projections |
Series: | CESifo Working Paper ; 5286 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 821239295 [GVK] hdl:10419/110795 [Handle] RePec:ces:ceswps:_5286 [RePEc] |
Classification: | C50 - Econometric Modeling. General ; E30 - Prices, Business Fluctuations, and Cycles. General ; G20 - Financial Institutions and Services. General |
Source: |
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Nicolò, Gianni De, (2015)
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De Nicolò, Gianni, (2015)
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De Nicolò, Gianni, (2017)
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Financial intermediation, competition, and risk : a general equilibrium exposition
De Nicolò, Gianni, (2010)
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