7 market indices

Emerging

1papers using it

2018first seen

The '7 market indices' dataset contains data from seven different market indices and is used to evaluate the performance of a new realized conditional autoregressive Value-at-Risk and Expected Shortfall forecasting framework.

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Papers using 7 market indices (1)

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