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2009.07341
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Encompassing Tests for Value at Risk and Expected Shortfall Multi-Step Forecasts based on Inference on the Boundary
15 September 2020
Timo Dimitriadis
Xiaochun Liu
Julie Schnaitmann
Re-assign community
ArXiv (abs)
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Papers citing
"Encompassing Tests for Value at Risk and Expected Shortfall Multi-Step Forecasts based on Inference on the Boundary"
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Title
The Efficiency Gap
Timo Dimitriadis
Tobias Fissler
J. Ziegel
87
22
0
27 Oct 2020
1