Pages that link to "Item:Q5881985"
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The following pages link to Efficiently Backtesting Conditional Value-at-Risk and Conditional Expected Shortfall (Q5881985):
Displaying 7 items.
- Bayesian value-at-risk backtesting: the case of annuity pricing (Q2030319) (← links)
- Estimating and backtesting risk under heavy tails (Q2138613) (← links)
- Backtesting VaR and expectiles with realized scores (Q2324292) (← links)
- Backtesting Parametric Value-at-Risk With Estimation Risk (Q3160930) (← links)
- (Q4518939) (← links)
- Backtesting portfolio value‐at‐risk with estimated portfolio weights (Q5135314) (← links)
- Powerful Backtests for Historical Simulation Expected Shortfall Models (Q6626253) (← links)