Forecasting systemic risk measures using a dynamic semiparametric approach based on the Asymmetric Laplace distribution

International Journal of Forecasting 2026

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Authors: Yaming Yang

DOI: 10.1016/j.ijforecast.2026.01.002

Cited by: 0

References: 41

Fields of Study & Subjects

Financial Risk and Volatility Modeling Risk and Portfolio Optimization Probability and Risk Models

References 41