Modeling and forecasting macroeconomic downside risk

Davide Delle Monache, Andrea De Polis, and Ivan Petrella

Year of publication:	2024
Authors:	Delle Monache, Davide ; De Polis, Andrea ; Petrella, Ivan
Subject:	Business cycle \| Downside risk \| Financial conditions \| Score driven \| Skewness \| Prognoseverfahren \| Forecasting model \| Konjunktur \| Portfolio-Management \| Portfolio selection \| Theorie \| Theory \| Schätzung \| Estimation \| Risikomaß \| Risk measure \| Risiko \| Risk

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