Powerful Backtests for Historical Simulation Expected Shortfall Models

DOI10.1080/07350015.2023.2252881zbMath1547.62706MaRDI QIDQ6626253

Xuhui Wang, Tao Yang, Pei Pei, Zaichao Du

Publication date: 28 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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