Type of Publication: Article in Journal

Limit Theory for Forecasts of Extreme Distortion Risk Measures and Expectiles

Author(s):

Hoga, Y.

Title of Journal:

Journal of Financial Econometrics

Volume (Publication Date):

20 (2022)

Number of Issue:

1

pages:

18-44

Digital Object Identifier (DOI):

doi:10.1093/jjfinec/nbz032

Additional Content:

(365 KB)

Citation:

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