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Forecast Encompassing Tests for the Expected Shortfall

13 August 2019

Papers citing "Forecast Encompassing Tests for the Expected Shortfall"

3 / 3 papers shown

Title
A Joint Quantile and Expected Shortfall Regression Framework Timo Dimitriadis Sebastian Bayer 43 52 0 07 Apr 2017
Higher order elicitability and Osband's principle Tobias Fissler J. Ziegel 59 328 0 27 Mar 2015
Making and Evaluating Point Forecasts T. Gneiting 119 1,055 0 04 Dec 2009