Title | Quantile Regression Forest for Value-at-Risk Forecasting Via Mixed-Frequency Data |
Publication Type | Conference Proceedings |
Year of Conference | 2022 |
Authors | Andreani, M, Candila, V, Petrella, L |
Conference Name | Mathematical and Statistical Methods for Actuarial Sciences and Finance |
Publisher | Springer, Cham |
DOI | 10.1007/978-3-030-99638-3 |