https://ideas.repec.org/a/oup/jfinec/v21y2023i2p412-444..html
Encompassing Tests for Value at Risk and Expected Shortfall Multistep Forecasts Based on Inference...
Downloadable (with restrictions)! We propose forecast encompassing tests for the expected shortfall (ES) jointly with the value at risk (VaR) based on flexible...
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https://openscience.xera.ac/retractions/papers/10706
A Non-parametric Estimator Used the Support Vector Machine for Expected Shortfall |...
Retraction in 2010 International Conference on Computer Application and System Modeling (ICCASM 2010) (2010). Post-retraction citation tracking, retraction...
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https://horizonti.ekf.rs/en/mean-expected-shortfall-portfolio-optimization-using-a-genetic-algorithm/
MEAN-EXPECTED SHORTFALL PORTFOLIO OPTIMIZATION USING A GENETIC ALGORITHM - EKONOMSKI HORIZONTI
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https://departamento-economia.pucp.edu.pe/documentos-de-trabajo/forecasting-value-at-risk-and-expected-shortfall-in-equity-markets-of-high-income-and-latin-american-countries
Forecasting Value at Risk and Expected Shortfall in Equity Markets of High-Income and Latin...
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