Mixed-frequency quantile regressions to forecast value-at-risk and expected shortfall
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- Extent
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Online-Ressource, 1 online resource.
- Language
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Englisch
- Bibliographic citation
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Mixed-frequency quantile regressions to forecast value-at-risk and expected shortfall ; day:17 ; month:5 ; year:2023 ; pages:1-34
Annals of operations research ; (17.5.2023), 1-34
- Classification
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Wirtschaft
- Creator
- Contributor
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SpringerLink (Online service)
- DOI
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10.1007/s10479-023-05370-x
- URN
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urn:nbn:de:101:1-2023090909513936041366
- Rights
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Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
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14.08.2025, 10:45 AM CEST
Data provider
This object is provided by:
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Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Candila, Vincenzo
- Gallo, Giampiero M.
- Petrella, Lea
- SpringerLink (Online service)
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