Work

Forecasting extreme financial risk: A score-driven approach

Year: 2022

Type: article

Source: International Journal of Forecasting

DOI: 10.1016/j.ijforecast.2022.02.002

Authors: Fernanda Fuentes, Rodrigo Herrera, Adam Clements

Institutions: Universidad de Talca, Queensland University of Technology

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funders: Agenția Națională pentru Cercetare și Dezvoltare, Agencia Nacional de Investigación y Desarrollo, CHIST-ERA

Award: SYSTEMATIC TAIL RISK NEW DIRECTIONS FOR UNDERSTANDING HIGH-DIMENSIONAL EXTREME FINANCIAL RISK

OpenAlex ID: W4293336760

FWCI: 2.747

Cites: 75

Cited by: 21

Related to: 10