Pages that link to "Item:Q4687625"
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The following pages link to Backtesting Value‐at‐Risk: A Generalized Markov Test (Q4687625):
Displaying 9 items.
- A simple and focused backtest of value at risk (Q1667928) (← links)
- Bayesian value-at-risk backtesting: the case of annuity pricing (Q2030319) (← links)
- Asymptotic properties of duration-based VaR backtests (Q2093055) (← links)
- Model selection based on value-at-risk backtesting approach for GARCH-type models (Q2190298) (← links)
- Backtesting Parametric Value-at-Risk With Estimation Risk (Q3160930) (← links)
- Backtesting Aggregate Risk (Q4687587) (← links)
- Backtesting portfolio value‐at‐risk with estimated portfolio weights (Q5135314) (← links)
- A review of backtesting for value at risk (Q5160284) (← links)
- Extending the Limits of Backtesting via the ‘Vanishing <i>p</i>’‐Approach (Q5237535) (← links)