Storti, Giuseppe
- Nonparametric Expected Shortfall Forecasting Incorporating Weighted Quantiles
2020/05/11 by Storti, Giuseppe, Wang, Chao · 1 citation
#FOS: Economics and business #Risk Management (q-fin.RM)
- A semi-parametric dynamic conditional correlation framework for risk forecasting
2022/07/11 by Giuseppe Storti, Chao Wang, Storti, Giuseppe +1 · 1 citation
Economics, Econometrics and Finance · #FOS: Economics and business #Financial Risk and Volatility Modeling #Market Dynamics and Volatility #Monetary Policy and Economic Impact #Portfolio Management (q-fin.PM) #Risk Management (q-fin.RM)