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  • Search: subject:"MIDAS expectile regression"
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Expected shortfall (ES) 1 Financial risk measure 1 Forecasting model 1 MIDAS expectile regression 1 Measurement 1 Messung 1 Mixed frequency data 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Portfolio selection 1 Portfolio-Management 1 Prognoseverfahren 1 Regression analysis 1 Regressionsanalyse 1 Risiko 1 Risikomaß 1 Risk 1 Risk measure 1 Theorie 1 Theory 1 Value at risk (VaR) 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Chen, Lu 1 Jiang, Cuixia 1 Xu, Qifa 1 Yu, Keming 1
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Economic modelling 1
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Mixed data sampling expectile regression with applications to measuring financial risk
Xu, Qifa; Chen, Lu; Jiang, Cuixia; Yu, Keming - In: Economic modelling 91 (2020), pp. 469-486
Persistent link: https://www.econbiz.de/10012429122
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