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Forecast Encompassing Tests for the Expected Shortfall
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Forecast Encompassing Tests for the Expected Shortfall

13 August 2019
Timo Dimitriadis
Julie Schnaitmann
ArXiv (abs)PDFHTML

Papers citing "Forecast Encompassing Tests for the Expected Shortfall"

1 / 1 papers shown
Title
The Efficiency Gap
The Efficiency Gap
Timo Dimitriadis
Tobias Fissler
J. Ziegel
87
22
0
27 Oct 2020
1