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 APA Style APA-ALL Style AAA 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). Forecast combinations for Value at Risk and Expected Shortfall. In Econometrie.http://hdl.handle.net/2105/67903

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