Pages that link to "Item:Q1927119"
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The following pages link to A new class of independence tests for interval forecasts evaluation (Q1927119):
Displaying 4 items.
- GFC-robust risk management under the Basel accord using extreme value methodologies (Q2227447) (← links)
- Forecasting value-at-risk with a duration-based POT method (Q2227456) (← links)
- Distributions of Clusters of Exceedances and Their Applications in Telecommunication Networks (Q2787368) (← links)
- DPOT Methodology: An Application to Value-at-Risk (Q4644975) (← links)