Forecasting systemic risk measures using a dynamic semiparametric approach based on the Asymmetric Laplace distribution

@article{yaming2026,
  title        = {{Forecasting systemic risk measures using a dynamic semiparametric approach based on the Asymmetric Laplace distribution}},
  author       = {Yaming Yang},
  journal      = {International Journal of Forecasting},
  year         = {2026},
  doi          = {https://doi.org/https://doi.org/10.1016/j.ijforecast.2026.01.002},
}

TY  - JOUR
TI  - Forecasting systemic risk measures using a dynamic semiparametric approach based on the Asymmetric Laplace distribution
AU  - Yang, Yaming
JO  - International Journal of Forecasting
PY  - 2026
ER  -

Yaming Yang (2026). Forecasting systemic risk measures using a dynamic semiparametric approach based on the Asymmetric Laplace distribution. *International Journal of Forecasting*. https://doi.org/https://doi.org/10.1016/j.ijforecast.2026.01.002

Yaming Yang. "Forecasting systemic risk measures using a dynamic semiparametric approach based on the Asymmetric Laplace distribution." *International Journal of Forecasting* (2026). https://doi.org/https://doi.org/10.1016/j.ijforecast.2026.01.002.

Forecasting systemic risk measures using a dynamic semiparametric approach based on the Asymmetric Laplace distribution
Yaming Yang · International Journal of Forecasting · 2026
https://doi.org/https://doi.org/10.1016/j.ijforecast.2026.01.002