Work

Do Regime-Conditional Diffusion Models Improve Expected Shortfall Forecasts? Evidence from Asia-Pacific Equity Markets

Year: 2026

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.7535979

Author: Abhinav Tiwari

Institution: Nirma University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W7214922982

Cites: 40

Cited by:

Related to: 10