Pages that link to "Item:Q2879025"

The following pages link to Estimation methods for expected shortfall (Q2879025):

Displaying 9 items.

• A joint quantile and expected shortfall regression framework (Q62993) (← links)
• An R Package for Value at Risk and Expected Shortfall (Q129979) (← links)
• Trade and currency options hedging model (Q1643850) (← links)
• A parsimonious parametric model for generating margin requirements for futures (Q1991253) (← links)
• Joint generalized quantile and conditional tail expectation regression for insurance risk analysis (Q2038215) (← links)
• Modelling skewed and heavy-tailed data using a normal weighted inverse Gaussian distribution (Q2097004) (← links)
• An explicit version of the Chebyshev-Markov-Stieltjes inequalities and its applications (Q2405785) (← links)
• ON SOME PROPERTIES OF TWO VECTOR-VALUED VAR AND CTE MULTIVARIATE RISK MEASURES FOR ARCHIMEDEAN COPULAS (Q5214826) (← links)
• The riskiness of stock versus money market investment with stochastic rates (Q6161236) (← links)