A comparison of bootstrap and Monte-Carlo testing approaches to value-at-risk diagnosis (Q650729)
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scientific article; zbMATH DE number 5981284
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparison of bootstrap and Monte-Carlo testing approaches to value-at-risk diagnosis |
scientific article; zbMATH DE number 5981284 |
Statements
A comparison of bootstrap and Monte-Carlo testing approaches to value-at-risk diagnosis (English)
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26 November 2011
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value-at-risk
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dynamic quantile test
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bootstrap
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Monte Carlo test
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