Evaluating Range Value at Risk Forecasts (Q6313967)

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scientific article; zbMATH DE number 7454702
Language Label Description Also known as
English
Evaluating Range Value at Risk Forecasts
scientific article; zbMATH DE number 7454702

    Statements

    publication date
    12 February 2019
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    arXiv classification
    math.ST
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    q-fin.MF
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    q-fin.RM
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    stat.TH
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    author
    Tobias Fissler
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    Johanna F. Ziegel
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    Identifiers

    arXiv ID
    1902.04489
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    Mathematics Subject Classification ID
    62C99
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    62G35
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    62P05
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    91G70
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    zbMATH DE Number
    7454702
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