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~isPartOf:"Journal of financial econometrics"
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Journal of financial econometrics
Journal of the American Statistical Association : JASA
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SFB 649 Discussion Papers
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Our environmental decision making (EDM) working paper series / CSERGE
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Robust forecast evaluation of expected shortfall
Ziegel, Johanna
;
Krüger, Fabian
;
Jordan, Alexander I.
; …
- In:
Journal of financial econometrics
18
(
2020
)
1
,
pp. 95-120
Persistent link: https://www.econbiz.de/10012180402
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Encompassing tests for value at risk and expected shortfall multistep forecasts based on inference on the boundary
Dimitriadis, Timo
;
Liu, Xiaochun
;
Schnaitmann, Julie
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 412-444
Persistent link: https://www.econbiz.de/10014314753
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