Pages that link to "Item:Q2979015"

The following pages link to Adjusted empirical likelihood for value at risk and expected shortfall (Q2979015):

Displaying 9 items.

• Empirical likelihood-based evaluations of value at risk models (Q1044277) (← links)
• First and second order asymptotics of the spectral risk measure for portfolio loss under multivariate regular variation (Q2220430) (← links)
• Probability equivalent level of value at risk and higher-order expected shortfalls (Q2681453) (← links)
• A Confidence Interval Procedure for Expected Shortfall Risk Measurement via Two-Level Simulation (Q3100502) (← links)
• (Q3405579) (← links)
• Asymptotic behavior of expected shortfall for portfolio loss under bivariate dependent structure (Q5079025) (← links)
• On the asymptotics of tail conditional expectation for portfolio loss under bivariate Eyraud-Farlie-Gumbel-Morgenstern copula and heavy tails (Q5088093) (← links)
• Nonparametric Inference for VaR, CTE, and Expectile with High-Order Precision (Q5241933) (← links)
• Tabulations for value at risk and expected shortfall (Q5349132) (← links)