- Forecasting Day-Ahead Expected Shortfall on the EUR/USD Exchange Rate…
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Forecasting Day-Ahead Expected Shortfall on the EUR/USD Exchange Rate: The (I)relevance of Implied Volatility

  1. LYÓCSA, Štefan - PLÍHAL, Tomáš - VÝROST, Tomáš. Forecasting Day-Ahead Expected Shortfall on the EUR/USD Exchange Rate: The (I)relevance of Implied Volatility. - Registrovaný: Scopus. In International Journal of Forecasting. - Amsterdam : ELSEVIER. ISSN 0169-2070, 2024, vol. 40, no. 4, pp. 1275-1301. (2024 - Current Contents).
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