Encompassing Tests for Value at Risk and Expected Shortfall Multi-Step Forecasts based on Inference on the Boundary - 惯性聚合

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Encompassing Tests for Value at Risk and Expected Shortfall Multi-Step Forecasts based on Inference on the Boundary

Timo Dimitriadis, Xiaochun Liu, Julie Schnaitmann · 2020-09-16 · via math.ST updates on arXiv.org

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