Extending the Limits of Backtesting via the ‘Vanishing <i>p</i>’‐Approach (Q5237535)
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scientific article; zbMATH DE number 7119468
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extending the Limits of Backtesting via the ‘Vanishing <i>p</i>’‐Approach |
scientific article; zbMATH DE number 7119468 |
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Extending the Limits of Backtesting via the ‘Vanishing <i>p</i>’‐Approach (English)
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18 October 2019
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backtest
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expected shortfall
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forecasting
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value-at-risk
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