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蒋翠侠

Paper Publications

Forecasting expected shortfall and value at risk with a joint elicitable mixed data sampling model

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Journal:Journal of Forecasting

Co-author:Chen Lu,Jiang Cuixia,Liu Yezheng

First Author:Xu Qifa

Indexed by:Journal paper

Discipline:Management Science

Document Type:J

Page Number:Accepted

Translation or Not:no

Date of Publication:2021-08-20

Included Journals:SSCI