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1 Ergebnisse
1
Backtesting Value-at-Risk and Expected Shortfall in the Pre..:
Barendse, Sander
;
Kole, Erik
;
van Dijk, Dick
Series: Tinbergen Institute Discussion Paper. , 2019
Link:
http://hdl.handle.net/10419/205348
RT Journal T1
Backtesting Value-at-Risk and Expected Shortfall in the Presence of Estimation Error
UL https://suche.suub.uni-bremen.de/peid=base-ftzbwkiel:oai:econstor.eu:10419_205348&Exemplar=1&LAN=DE A1 Barendse, Sander A1 Kole, Erik A1 van Dijk, Dick PB Amsterdam and Rotterdam: Tinbergen Institute YR 2019 K1 ddc:330 K1 C12 K1 C53 K1 C58 K1 G17 K1 expected shortfall K1 backtesting K1 risk management K1 tail risk K1 Value-at-Risk JF Series: Tinbergen Institute Discussion Paper LK http://hdl.handle.net/10419/205348 DO http://hdl.handle.net/10419/205348 SF ELIB - SuUB Bremen
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