Forecast combinations for Value at Risk and Expected Shortfall

Additional Metadata
Keywords	Value-at-Risk; Expected Shortfall; Forecast combinations; EWMA
Thesis Advisor	Os, B van
Persistent URL	hdl.handle.net/2105/67903
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	Koomen, W. (2023, September 13). Forecast combinations for Value at Risk and Expected Shortfall. Econometrie. Retrieved from http://hdl.handle.net/2105/67903

Publication