Forecasting expected shortfall: Should we use a multivariate model for stock market factors?
| Autor: | Fortin, Alain-Philippe, Simonato, Jean-Guy, Dionne, Georges |
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| Zdroj: | In International Journal of Forecasting January-March 2023 39(1):314-331 |
| Databáze: | ScienceDirect |
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