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

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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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An: 183689768
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PubTypeId: academicJournal
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  Data: Forecasting Expected Shortfall and Value‐at‐Risk With Cross‐Sectional Aggregation.
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  Data: <searchLink fieldCode="AR" term="%22Wang%2C+Jie%22">Wang, Jie</searchLink><relatesTo>1</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Wang%2C+Yongqiao%22">Wang, Yongqiao</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> wangyq@zjgsu.edu.cn</i>
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  Data: <searchLink fieldCode="JN" term="%22Journal+of+Forecasting%22">Journal of Forecasting</searchLink>. Mar2025, Vol. 44 Issue 2, p391-423. 33p.
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RecordInfo BibRecord:
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      – Type: doi
        Value: 10.1002/for.3195
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      – Code: eng
        Text: English
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      Pagination:
        PageCount: 33
        StartPage: 391
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      – TitleFull: Forecasting Expected Shortfall and Value‐at‐Risk With Cross‐Sectional Aggregation.
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          Name:
            NameFull: Wang, Jie
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            NameFull: Wang, Yongqiao
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            – D: 01
              M: 03
              Text: Mar2025
              Type: published
              Y: 2025
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              Value: 02776693
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              Value: 44
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            – TitleFull: Journal of Forecasting
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