Pages that link to "Item:Q1747455"
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The following pages link to A regression analysis of expected shortfall (Q1747455):
Displaying 7 items.
- A joint quantile and expected shortfall regression framework (Q62993) (← links)
- Quantifying market risk with value-at-risk or expected shortfall? -- Consequences for capital requirements and model risk (Q1656799) (← links)
- Nonlinear expectile regression with application to value-at-risk and expected shortfall estimation (Q1660129) (← links)
- Econometric modeling of risk measures: a selective review of the recent literature (Q2314141) (← links)
- Dynamic expected shortfall: a spectral decomposition of tail risk across time horizons (Q2338545) (← links)
- A Confidence Interval Procedure for Expected Shortfall Risk Measurement via Two-Level Simulation (Q3100502) (← links)
- Analysis of the Expected Shortfall of Aggregate Dependent Risks (Q5490577) (← links)