Pages that link to "Item:Q2869965"
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The following pages link to Probability-unbiased Value-at-Risk estimators (Q2869965):
Displaying 7 items.
- How to estimate the value at risk under incomplete information (Q847172) (← links)
- Estimating and backtesting risk under heavy tails (Q2138613) (← links)
- VaR is subject to a significant positive bias (Q2483870) (← links)
- Probability equivalent level of value at risk and higher-order expected shortfalls (Q2681453) (← links)
- Adjusted empirical likelihood for value at risk and expected shortfall (Q2979015) (← links)
- Unbiased risk estimation method for covariance estimation (Q5174353) (← links)
- Quantifying and Correcting the Bias in Estimated Risk Measures (Q5505905) (← links)