Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Regression-Based Expected Shortfall Backtesting - MaRDI portal

Regression-Based Expected Shortfall Backtesting

From MaRDI portal

Publication:137280

Jump to:navigation, search

DOI10.1093/JJFINEC/NBAA013MaRDI QIDQ137280

Timo Dimitriadis, Sebastian Bayer

Publication date: 27 September 2020

Published in: Journal of Financial Econometrics (Search for Journal in Brave)

Related Items (1)

This page was built for publication: Regression-Based Expected Shortfall Backtesting

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:137280&oldid=33791910"