Forecast encompassing tests for the expected shortfall

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DIMITRIADIS, Timo, Julie SCHNAITMANN, 2021. Forecast encompassing tests for the expected shortfall. In: International Journal of Forecasting. Elsevier. 37(2), pp. 604-621. ISSN 0169-2070. eISSN 1872-8200. Available under: doi: 10.1016/j.ijforecast.2020.07.008

@article{Dimitriadis2021-04Forec-53250, title={Forecast encompassing tests for the expected shortfall}, year={2021}, doi={10.1016/j.ijforecast.2020.07.008}, number={2}, volume={37}, issn={0169-2070}, journal={International Journal of Forecasting}, pages={604--621}, author={Dimitriadis, Timo and Schnaitmann, Julie} }

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