Regression-Based Expected Shortfall Backtesting*.
- Published in:
- Journal of Financial Econometrics, 2022, v. 20, n. 3, p. 437, doi. 10.1093/jjfinec/nbaa013
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- Publication type:
- Article
Works matching IS 14798409 AND DT 2022 AND VI 20 AND IP 3
Results: 5
1
2
Hedging Long-Term Liabilities*.
- Published in:
- Journal of Financial Econometrics, 2022, v. 20, n. 3, p. 505, doi. 10.1093/jjfinec/nbaa027
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- Publication type:
- Article
3
Bayesian Inference of Multivariate Regression Models with Endogenous Markov Regime-Switching Parameters*.
- Published in:
- Journal of Financial Econometrics, 2022, v. 20, n. 3, p. 391, doi. 10.1093/jjfinec/nbaa021
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- Publication type:
- Article
4
Hedging Demand in Long-Term Asset Allocation with an Application to Carry Trade Strategies*.
- Published in:
- Journal of Financial Econometrics, 2022, v. 20, n. 3, p. 472, doi. 10.1093/jjfinec/nbaa034
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- Publication type:
- Article
5
From Which Consumption-Based Asset Pricing Models Can Investors Profit? Evidence from Model-Based Priors*.
- Published in:
- Journal of Financial Econometrics, 2022, v. 20, n. 3, p. 539, doi. 10.1093/jjfinec/nbaa023
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- Publication type:
- Article