The Benefits of Combining Forecasts for Value-at-Risk and Expected Shortfall

Additional Metadata
Keywords	Value-at-Risk; Expected Shortfall; forecast combinations; elicitability; joint scoring functions
Thesis Advisor	Os, B van
Persistent URL	hdl.handle.net/2105/67855
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Coenen, F.H.C.P. (2023, September 13). The Benefits of Combining Forecasts for Value-at-Risk and Expected Shortfall. Econometrie. Retrieved from http://hdl.handle.net/2105/67855

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