Individual and flexible expected shortfall backtesting

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Bibliographische Detailangaben
Veröffentlicht in:The journal of risk model validation
1. Verfasser: Righi, Marcelo Brutti (VerfasserIn)
Weitere Verfasser: Ceretta, Sergio Paulo (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2013
Schlagworte:
1999-2010 > Risikomaß > Messung > Monte-Carlo-Simulation > Algorithmus > Schätzung > USA > Aufsatz in Zeitschrift
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