An Oracle Inequality for Multivariate Dynamic Quantile Forecasting

Journal article

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Peer reviewed

An Oracle Inequality for Multivariate Dynamic Quantile Forecasting

Jordi Llorens-Terrazas

Journal of business & economic statistics, pp.1-24

15/10/2024

DOI: https://doi.org/10.1080/07350015.2024.2415107

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Title: An Oracle Inequality for Multivariate Dynamic Quantile Forecasting
Creators: Jordi Llorens-Terrazas - University of Surrey
Publication Details: Journal of business & economic statistics, pp.1-24
Number of pages: 24
Date published: 15/10/2024
Identifiers: 99928678102346
Academic Unit: School of Economics
Language: English
Resource Type: Journal article