Pages that link to "Item:Q5160284"
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The following pages link to A review of backtesting for value at risk (Q5160284):
Displaying 14 items.
- Exact inference in diagnosing value-at-risk estimates - a Monte Carlo device (Q1046189) (← links)
- A simple and focused backtest of value at risk (Q1667928) (← links)
- Bayesian value-at-risk backtesting: the case of annuity pricing (Q2030319) (← links)
- Estimating and backtesting risk under heavy tails (Q2138613) (← 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)
- (Q4518939) (← links)
- Backtesting Aggregate Risk (Q4687587) (← links)
- Backtesting Value‐at‐Risk: A Generalized Markov Test (Q4687625) (← links)
- Truncated skewed type III generalized logistic distribution: risk measurement applications (Q5079867) (← links)
- Backtesting portfolio value‐at‐risk with estimated portfolio weights (Q5135314) (← links)
- Extending the Limits of Backtesting via the ‘Vanishing <i>p</i>’‐Approach (Q5237535) (← links)
- Evaluating Value-at-Risk Models via Quantile Regression (Q5392692) (← links)
- Estimation and backtesting of risk measures with emphasis on distortion risk measures (Q6670102) (← links)