VaR is subject to a significant positive bias (Q2483870): Difference between revisions
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Revision as of 01:47, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VaR is subject to a significant positive bias |
scientific article |
Statements
VaR is subject to a significant positive bias (English)
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1 August 2005
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Value-at-risk
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Harrell-Davis estimator
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Historical simulation
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Concave ordering
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