Verification of internal risk measure estimates (Q2520725): Difference between revisions
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Revision as of 08:27, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Verification of internal risk measure estimates |
scientific article |
Statements
Verification of internal risk measure estimates (English)
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16 December 2016
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risk measures
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probability forecasting
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prequential statistics
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quantile and mean forecasting
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calibration of estimates
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value at risk (VaR)
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statistical test
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