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Forecasting Expected Shortfall and Value‐at‐Risk With Cross‐Sectional Aggregation.

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Bibliographic Details
Title: Forecasting Expected Shortfall and Value‐at‐Risk With Cross‐Sectional Aggregation.
Authors: Wang, Jie1 (AUTHOR), Wang, Yongqiao1 (AUTHOR) wangyq@zjgsu.edu.cn
Source: Journal of Forecasting. Mar2025, Vol. 44 Issue 2, p391-423. 33p.
Database: Business Source Ultimate
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Description
ISSN:02776693
DOI:10.1002/for.3195