Forecasting Tail Risk Measures for Financial Time Series: An Extreme Value Approach With Covariates › SPbU Researchers Portal

Forecasting Tail Risk Measures for Financial Time Series: An Extreme Value Approach With Covariates

Research output: Working paper

Центр эконометрики и бизнес аналитики

DOI

https://doi.org/10.2139/ssrn.3891909
Submitted manuscript

Robert James
Henry Leung
Jessica Wai Yin Leung
Артем Борисович Прохоров

Original language	English
DOIs	https://doi.org/10.2139/ssrn.3891909
State	Published - 2021

ID: 92207491