Type of Publication: Article in Journal

Monitoring Value-at-Risk and Expected Shortfall Forecasts

Author(s):

Hoga, Y.; Demetrescu, M.

Title of Journal:

Management Science

Volume (Publication Date):

69 (2023)

Number of Issue:

5

pages:

2954-2971

Digital Object Identifier (DOI):

doi:10.1287/mnsc.2022.4460

Citation:

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