Pages that link to "Item:Q292020"

The following pages link to Term structure of risk under alternative econometric specifications (Q292020):

Displaying 7 items.

• Likelihood-based scoring rules for comparing density forecasts in tails (Q737965) (← links)
• Asset allocation under multivariate regime switching (Q1027430) (← links)
• Value-at-risk via mixture distributions reconsidered (Q1039677) (← links)
• Spatial risk measures and applications to max-stable processes (Q1692083) (← links)
• Estimation of multiple period expected shortfall and median shortfall for risk management (Q2869963) (← links)
• VaR limits for pension funds: an evaluation (Q2873552) (← links)
• Moments, shocks and spillovers in Markov-switching VAR models (Q6054391) (← links)