COMPARISON OF ESTIMATION METHODS FOR VALUE-AT-RISK (Q5076079)
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scientific article; zbMATH DE number 7526072
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | COMPARISON OF ESTIMATION METHODS FOR VALUE-AT-RISK |
scientific article; zbMATH DE number 7526072 |
Statements
COMPARISON OF ESTIMATION METHODS FOR VALUE-AT-RISK (English)
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12 May 2022
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risk measure
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value-at-risk
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\textit{Q-Q} plot
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mean excess plot
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backtesting
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