Enhancing Value-at-Risk and Expected Shortfall Forecast Combinations: The Importance of Trimming

Additional Metadata
Keywords	forecast combinations; value-at-risk; expected shortfall; risk measures; trimming; model confidence set
Thesis Advisor	Os, B van
Persistent URL	hdl.handle.net/2105/67902
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	Aykour, A. (2023, September 13). Enhancing Value-at-Risk and Expected Shortfall Forecast Combinations: The Importance of Trimming. Econometrie. Retrieved from http://hdl.handle.net/2105/67902

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