Evaluating Value-at-Risk Models via Quantile Regression (Q5392692): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2164961494 / rank | |||
Normal rank | |||
Latest revision as of 21:36, 19 March 2024
scientific article; zbMATH DE number 5877706
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Evaluating Value-at-Risk Models via Quantile Regression |
scientific article; zbMATH DE number 5877706 |
Statements
Evaluating Value-at-Risk Models via Quantile Regression (English)
0 references
13 April 2011
0 references
backtesting
0 references
risk exposure
0 references
