7 individual assets

Emerging

1papers using it

2018first seen

The '7 individual assets' dataset contains data on seven distinct financial assets and is used to evaluate and forecast Value-at-Risk (VaR) and Expected Shortfall (ES) within a semi-parametric modeling framework.

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Papers using 7 individual assets (1)

A Semi-parametric Realized Joint Value-at-Risk and Expected Shortfall Regression Framework2018 · 6 cites