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Forecasting multidimensional tail risk at short and long horizons

Crossref DOI link: https://doi.org/10.1016/j.ijforecast.2017.05.005

Published Print: 2017-10

Update policy: https://doi.org/10.1016/elsevier_cm_policy

Authors

Polanski, Arnold

Stoja, Evarist
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Article Title: Forecasting multidimensional tail risk at short and long horizons

Journal Title: International Journal of Forecasting

CrossRef DOI link to publisher maintained version: https://doi.org/10.1016/j.ijforecast.2017.05.005

Content Type: article

Copyright: © 2017 International Institute of Forecasters. Published by Elsevier B.V. All rights reserved.