Asymptotic expansions for market risk assessment: evidence in energy and commodity indices (Q6601932)
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scientific article; zbMATH DE number 7910582
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic expansions for market risk assessment: evidence in energy and commodity indices |
scientific article; zbMATH DE number 7910582 |
Statements
Asymptotic expansions for market risk assessment: evidence in energy and commodity indices (English)
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11 September 2024
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commodity and energy markets
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Edgeworth expansion
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Student's t distribution
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value-at-risk
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expected shortfall
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backtesting
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