Forecasting extreme financial risk: A score-driven approach.
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| Title: | Forecasting extreme financial risk: A score-driven approach. |
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| Authors: | Fuentes, Fernanda1 (AUTHOR), Herrera, Rodrigo1,2 (AUTHOR) rodrigo.herrera@utalca.cl, Clements, Adam3 (AUTHOR) |
| Source: | International Journal of Forecasting. Apr2023, Vol. 39 Issue 2, p720-735. 16p. |
| Database: | Business Source Ultimate |
| ISSN: | 01692070 |
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| DOI: | 10.1016/j.ijforecast.2022.02.002 |
