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pro vyhledávání: '"Naimoli, Antonio"'
In order to meet the increasingly stringent global standards of banking management and regulation, several methods have been proposed in the literature for forecasting tail risk measures such as the Value-at-Risk (VaR) and Expected Shortfall (ES). Ho
Externí odkaz:
http://arxiv.org/abs/2406.06235
Publikováno v:
In Economic Modelling February 2022 107
Autor:
Naimoli, Antonio, Storti, Giuseppe
Publikováno v:
In International Journal of Forecasting October-December 2019 35(4):1332-1355
Publikováno v:
Models for Data Analysis ISBN: 9783031158841
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cd7af73da0495dc07c23848458a495c1
https://doi.org/10.1007/978-3-031-15885-8_10
https://doi.org/10.1007/978-3-031-15885-8_10
Autor:
Gerlach, Richard1 (AUTHOR), Naimoli, Antonio2 (AUTHOR), Storti, Giuseppe2 (AUTHOR) storti@unisa.it
Publikováno v:
Quantitative Finance. Nov2020, Vol. 20 Issue 11, p1849-1878. 30p.
Autor:
Naimoli, Antonio, Storti, Giuseppe
Publikováno v:
Journal of Risk & Financial Management; Jul2021, Vol. 14 Issue 7, p1-17, 17p