Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
VaR is subject to a significant positive bias - MaRDI portal

VaR is subject to a significant positive bias (Q2483870)

From MaRDI portal
scientific article
Language Label Description Also known as
English
VaR is subject to a significant positive bias
scientific article

    Statements

    title
    VaR is subject to a significant positive bias (English)
    0 references
    author
    Koji Inui
    0 references
    Masaaki Kijima
    0 references
    Atsushi Kitano
    0 references
    publication date
    1 August 2005
    0 references
    zbMATH Keywords
    Value-at-risk
    0 references
    Harrell-Davis estimator
    0 references
    Historical simulation
    0 references
    Concave ordering
    0 references

    Identifiers

    Mathematics Subject Classification ID
    62P05
    0 references
    62G05
    0 references
    91B30
    0 references
    zbMATH DE Number
    2190377
    0 references
    OpenAlex ID
    W2026817825
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2483870&oldid=34411289"
    Powered by MediaWiki