@data{jae.2022326.0701416518, author = {Nicolo, Gianni De and Lucchetta, Marcella}, publisher = {ZBW - Leibniz Informationszentrum Wirtschaft}, title = {forecasting-tail-risks}, year = {2017}, version = {1}, url = {https://journaldata.zbw.eu/dataset/forecasting-tail-risks}, doi = "10.15456/jae.2022326.0701416518" }