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Combining Value-at-Risk and Expected Shortfall forecasts via the Model Confidence Set

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Amendola, Alessandra, Candila, Vincenzo, Naimoli, Antonio, Storti, Giuseppe
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Risk Management
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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