Pages that link to "Item:Q2203429"
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The following pages link to A dominance approach for comparing the performance of VaR forecasting models (Q2203429):
Displaying 5 items.
- An analysis of the flexibility of asymmetric power GARCH models (Q1010472) (← links)
- Comparing VaR Approximation Methods that Use the First Four Moments as Inputs (Q2809621) (← links)
- How to mitigate the impact of inappropriate distributional settings when the parametric value-at-risk approach is used (Q2879030) (← links)
- (Q4441121) (← links)
- Backtesting extreme value theory models of expected shortfall (Q5234339) (← links)