Encompassing tests for value at risk and expected shortfall multi-step forecasts based on inference on the boundary
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
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Online-Ressource
- Sprache
-
Englisch
- Erschienen in
-
Hohenheim discussion papers in business, economics and social sciences ; 2020,11
- Klassifikation
-
Wirtschaft
- Schlagwort
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Prognose ; Value at risk
- Ereignis
-
Veröffentlichung
- (wo)
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Hohenheim
- (wer)
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Kommunikations-, Informations- und Medienzentrum der Universität Hohenheim
- (wann)
-
2020
- Urheber
- URN
-
urn:nbn:de:bsz:100-opus-18131
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
14.08.2025, 10:44 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
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Beteiligte
- Dimitriadis, Timo
- Liu, Xiaochun
- Schnaitmann, Julie
- Kommunikations-, Informations- und Medienzentrum der Universität Hohenheim
Entstanden
- 2020
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