Forecasting value at risk and expected shortfall using a semiparametric approach based on the asymmetric laplace distribution
- Submitting institution
-
University of Oxford
- Unit of assessment
- 17 - Business and Management Studies
- Output identifier
- 4226
- Type
- D - Journal article
- DOI
-
10.1080/07350015.2017.1281815
- Title of journal
- Journal of Business and Economic Statistics
- Article number
- -
- First page
- 121
- Volume
- 37
- Issue
- 1
- ISSN
- 0735-0015
- Open access status
- Compliant
- Month of publication
- May
- Year of publication
- 2017
- URL
-
-
- Supplementary information
-
https://ndownloader.figstatic.com/files/7396201
- Request cross-referral to
- -
- Output has been delayed by COVID-19
- No
- COVID-19 affected output statement
- -
- Forensic science
- No
- Criminology
- No
- Interdisciplinary
- No
- Number of additional authors
-
0
- Research group(s)
-
-
- Proposed double-weighted
- No
- Reserve for an output with double weighting
- No
- Additional information
- -
- Author contribution statement
- -
- Non-English
- No
- English abstract
- -
