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A residual bootstrap for conditional value-at-risk - MaRDI portal

A residual bootstrap for conditional value-at-risk (Q6193032)

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scientific article; zbMATH DE number 7803947
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English
A residual bootstrap for conditional value-at-risk
scientific article; zbMATH DE number 7803947

    Statements

    title
    A residual bootstrap for conditional value-at-risk (English)
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    author
    Eric Beutner
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    Alexander Heinemann
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    Stephan Smeekes
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    publication date
    13 February 2024
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    zbMATH Keywords
    residual bootstrap
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    value-at-risk
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    GARCH
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    cites work
    Q4727203
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    Identifiers

    arXiv ID
    1808.09125
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    zbMATH DE Number
    7803947
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    OpenAlex ID
    W3122430136
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