Exact inference in diagnosing value-at-risk estimates - a Monte Carlo device (Q1046189)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Exact inference in diagnosing value-at-risk estimates - a Monte Carlo device |
scientific article; zbMATH DE number 5650883
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact inference in diagnosing value-at-risk estimates - a Monte Carlo device |
scientific article; zbMATH DE number 5650883 |
Statements
Exact inference in diagnosing value-at-risk estimates - a Monte Carlo device (English)
0 references
21 December 2009
0 references
value-at-risk
0 references
Monte Carlo test
0 references
0.8680517077445984
0 references
0.8028725981712341
0 references
0.8017402291297913
0 references
0.7944590449333191
0 references
0.7802683711051941
0 references
