On the Measurement of Economic Tail Risk (Q3178757)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Measurement of Economic Tail Risk |
scientific article |
Statements
On the Measurement of Economic Tail Risk (English)
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20 December 2016
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comonotonic independence
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model uncertainty
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robustness
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elicitability
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backtest
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value-at-risk
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expected shortfall
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