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Deep learning on mixed frequency data
Xu, Qifa
;
Wang, Zezhou
;
Jiang, Cuixia
;
Liu, Yezheng
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2099-2120
Persistent link: https://www.econbiz.de/10014432851
Saved in:
2
Forecasting expected shortfall and value at risk with a joint elicitable mixed data sampling model
Xu, Qifa
;
Chen, Lu
;
Jiang, Cuixia
;
Liu, Yezheng
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 407-421
Persistent link: https://www.econbiz.de/10013166148
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