SSRN Electronic Journal · 2021 · 40 citations · 0 references
BusinessEconomicsFinanceEconometricsFinancial EconomicsForecastingBusiness CyclesEconomic ForecastingFinancial RiskForecast EvaluationRisk ForecastingTime Series ForecastingDensityDownside Risk AnalysisDownside Risk ManagementDownside Risk MeasurementEconometric Forecasting ModelsForecasting RiskTail Risk ModelingTime-series Risk Modeling