Pages that link to "Item:Q6634847"
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The following pages link to Forecasting Value at Risk and Expected Shortfall Using a Semiparametric Approach Based on the Asymmetric Laplace Distribution (Q6634847):
Displaying 7 items.
- Inference for joint quantile and expected shortfall regression (Q6548879) (← links)
- Better the devil you know: improved forecasts from imperfect models (Q6573801) (← links)
- Testing Error Distribution by Kernelized Stein Discrepancy in Multivariate Time Series Models (Q6586892) (← links)
- Realized Quantiles<sup>*</sup> (Q6620952) (← links)
- Modeling and Forecasting Macroeconomic Downside Risk (Q6626267) (← links)
- Confidence Intervals for Conditional Tail Risk Measures in ARMA–GARCH Models (Q6634893) (← links)
- Estimation and backtesting of risk measures with emphasis on distortion risk measures (Q6670102) (← links)