Predictive Tail-Risk Regression for Heavy-Tailed Time Series

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Jinyuan Chang, Yue Du, Shaopeng Hong, Chen Lin, Wenxin Zhou

DOI: 10.2139/ssrn.6208000

Cited by: 0

References: 33

Fields of Study & Subjects

Financial Risk and Volatility Modeling Risk and Portfolio Optimization Statistical Methods and Inference

References 33