Forecasting value-at-risk and expected shortfall in emerging market : does forecast combination help?

Trung Hai Le

Year of publication:	2024
Authors:	Trung Hai Le
Subject:	Expected shortfall \| Forecast combination \| Value at risk \| Risikomaß \| Risk measure \| Prognoseverfahren \| Forecasting model \| Risikomanagement \| Risk management \| Schwellenländer \| Emerging economies \| Prognose \| Forecast \| Schätzung \| Estimation \| Theorie \| Theory

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