Enhancing Financial Tail Risk Forecasting: A Blending Ensemble Framework for Nonlinear Expectile Regression
Year: 2026
Type: article
Source: Journal of Forecasting
DOI: 10.1002/for.70154
Authors: Yaolan Ma, Yingying Zhang
Institution: North Minzu University
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
Awards: G7157180146, G7781734269
OpenAlex ID: W7154017539