Pages that link to "Item:Q2869963"
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The following pages link to Estimation of multiple period expected shortfall and median shortfall for risk management (Q2869963):
Displaying 16 items.
- Statistical inference for conditional quantiles in nonlinear time series models (Q888341) (← links)
- Bayesian analysis of tail asymmetry based on a threshold extreme value model (Q1621333) (← links)
- Quantifying market risk with value-at-risk or expected shortfall? -- Consequences for capital requirements and model risk (Q1656799) (← links)
- A regression analysis of expected shortfall (Q1747455) (← links)
- Efficient estimation of high-dimensional dynamic covariance by risk factor mapping: applications for financial risk management (Q2116329) (← links)
- Estimating value-at-risk and expected shortfall using the intraday low and range data (Q2272312) (← links)
- Econometric modeling of risk measures: a selective review of the recent literature (Q2314141) (← links)
- Risk quantification and validation for Bitcoin (Q2661514) (← links)
- Estimation methods for expected shortfall (Q2879025) (← links)
- On the Measurement of Economic Tail Risk (Q3178757) (← links)
- Semi-parametric Bayesian tail risk forecasting incorporating realized measures of volatility (Q4555071) (← links)
- Approximation methods for multiple period Value at Risk and Expected Shortfall prediction (Q5001182) (← links)
- Computation of expected shortfall by fast detection of worst scenarios (Q5014243) (← links)
- Bayesian realized-GARCH models for financial tail risk forecasting incorporating the two-sided Weibull distribution (Q5234329) (← links)
- Backtesting extreme value theory models of expected shortfall (Q5234339) (← links)
- Modeling long term return distribution and nonparametric market risk estimation (Q6108892) (← links)
