Pages that link to "Item:Q5001182"
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The following pages link to Approximation methods for multiple period Value at Risk and Expected Shortfall prediction (Q5001182):
Displaying 4 items.
- Estimation of multiple period expected shortfall and median shortfall for risk management (Q2869963) (← links)
- Efficient computation of Value-at-Risk and Expected Shortfall in large and heterogeneous credit portfolios: application to Default Risk Charge (Q3119670) (← links)
- Computation of expected shortfall by fast detection of worst scenarios (Q5014243) (← links)
- Backtesting extreme value theory models of expected shortfall (Q5234339) (← links)
