Powerful Backtests for Historical Simulation Expected Shortfall Models (Q6626253)
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scientific article; zbMATH DE number 7933379
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Powerful Backtests for Historical Simulation Expected Shortfall Models |
scientific article; zbMATH DE number 7933379 |
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Powerful Backtests for Historical Simulation Expected Shortfall Models (English)
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28 October 2024
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