Pages that link to "Item:Q3503127"
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The following pages link to A COMPARISON OF SOME UNIVARIATE MODELS FOR VALUE-AT-RISK AND EXPECTED SHORTFALL (Q3503127):
Displaying 3 items.
- Dynamic semiparametric models for expected shortfall (and value-at-risk) (Q2000869) (← links)
- Backtesting extreme value theory models of expected shortfall (Q5234339) (← links)
- Estimation of Value-at-Risk and Expected Shortfall based on Nonlinear Models of Return Dynamics and Extreme Value Theory (Q5452737) (← links)