authors
- Chuliá, Helena
- GARRON VEDIA, IGNACIO
- Uribe, Jorge M.
Daily growth at risk: financial or real drivers? The answer is not always the same
Articles
Overview
published in
publication date
- June 2023
Digital Object Identifier (DOI)
International Standard Serial Number (ISSN)
- 0169-2070
Electronic International Standard Serial Number (EISSN)
- 1872-8200
Classification
keywords
- vulnerable growth; quantiles; machine learning; forecasting; value at risk