Quantile Regression Forest for Value-at-Risk Forecasting Via Mixed-Frequency Data

TitleQuantile Regression Forest for Value-at-Risk Forecasting Via Mixed-Frequency Data
Publication TypeConference Proceedings
Year of Conference2022
AuthorsAndreani, M, Candila, V, Petrella, L
Conference NameMathematical and Statistical Methods for Actuarial Sciences and Finance
PublisherSpringer, Cham
DOI10.1007/978-3-030-99638-3
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