On the elicitability of range value at risk (Q2063037)
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scientific article; zbMATH DE number 7454702
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the elicitability of range value at risk |
scientific article; zbMATH DE number 7454702 |
Statements
On the elicitability of range value at risk (English)
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10 January 2022
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backtesting
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consistency
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expected shortfall
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point forecasts
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scoring functions
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trimmed mean
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