Pages that link to "Item:Q819416"
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The following pages link to A sequential method for the evaluation of the VaR model based on the run between exceed\-ances (Q819416):
Displaying 5 items.
- Real-time assessment of value-at-risk and volatility accuracy (Q864231) (← links)
- Sequential monitoring of minimum variance portfolio (Q2461273) (← links)
- Verification of internal risk measure estimates (Q2520725) (← links)
- Monitoring the parameters of the market model by linear profile procedures (Q2915358) (← links)
- Testing for changes in (extreme) VaR (Q5093948) (← links)