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isPartOf:"Review of financial economics : RFE"
subject:"Risk measure"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~person:"De Luca, Giovanni"
~person:"Fang, Hao"
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Review of financial economics : RFE
International journal of forecasting
Journal of econometrics
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ECONIS (ZBW)
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Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
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2
Comparing density forecasts in a risk management context
Diks, Cees G. H.
;
Fang, Hao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 531-551
Persistent link: https://www.econbiz.de/10012415217
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