Uncertainty Comparison Between Value-at-Risk and Expected Shortfall (Q6122965)
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scientific article; zbMATH DE number 7812208
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uncertainty Comparison Between Value-at-Risk and Expected Shortfall |
scientific article; zbMATH DE number 7812208 |
Statements
Uncertainty Comparison Between Value-at-Risk and Expected Shortfall (English)
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4 March 2024
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\(\alpha\)-mixing
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asymptotic variance
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expected shortfall
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value-at-risk
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