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Dynamic financial tail risk networks: A backtesting-based conditional expected shortfall approach
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| Published in: | PLOS ONE |
|---|---|
| Format: | Online Article RSS Article |
| Published: |
2026
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| _version_ | 1869028916590542850 |
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| collection | WordPress RSS FRELIP Feed Integration |
| container_title | PLOS ONE |
| description | |
| discipline_display | Open Access Journals |
| discipline_facet | Open Access Journals |
| format | Online Article RSS Article |
| genre | Journal Article |
| id | rss_article:95829 |
| institution | FRELIP |
| journal_source_facet | PLOS ONE |
| last_indexed | 2026-06-26T03:34:34.247Z |
| publishDate | 2026 |
| publishDateSort | 2026 |
| record_format | rss_article |
| spellingShingle | Dynamic financial tail risk networks: A backtesting-based conditional expected shortfall approach Open Access Journals General Open Access Journals |
| sub_discipline_display | General |
| sub_discipline_facet | General |
| subject_display | Open Access Journals General Open Access Journals |
| subject_facet | Open Access Journals General Open Access Journals |
| title | Dynamic financial tail risk networks: A backtesting-based conditional expected shortfall approach |
| title_alt | Redes dinámicas de riesgo de cola financiera: un enfoque de déficit esperado condicional basado en backtesting Réseaux dynamiques de risque de queue financière : une approche de déficit conditionnel attendu basée sur le backtesting Redes dinâmicas de risco de cauda financeira: Uma abordagem de expected shortfall condicional baseada em backtesting |
| title_auth | Dynamic financial tail risk networks: A backtesting-based conditional expected shortfall approach |
| title_es_txt | Redes dinámicas de riesgo de cola financiera: un enfoque de déficit esperado condicional basado en backtesting |
| title_fr_txt | Réseaux dynamiques de risque de queue financière : une approche de déficit conditionnel attendu basée sur le backtesting |
| title_full | Dynamic financial tail risk networks: A backtesting-based conditional expected shortfall approach |
| title_fullStr | Dynamic financial tail risk networks: A backtesting-based conditional expected shortfall approach |
| title_full_unstemmed | Dynamic financial tail risk networks: A backtesting-based conditional expected shortfall approach |
| title_pt_txt | Redes dinâmicas de risco de cauda financeira: Uma abordagem de expected shortfall condicional baseada em backtesting |
| title_short | Dynamic financial tail risk networks: A backtesting-based conditional expected shortfall approach |
| title_sort | dynamic financial tail risk networks: a backtesting-based conditional expected shortfall approach |
| topic | Open Access Journals General Open Access Journals |
| url | https://journals.plos.org/plosone/article?id=10.1371/journal.pone.0351966 |