Backtesting VaR and expectiles with realized scores (Q2324292)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backtesting VaR and expectiles with realized scores |
scientific article |
Statements
Backtesting VaR and expectiles with realized scores (English)
0 references
11 September 2019
0 references
backtesting
0 references
forecasting
0 references
value at risk
0 references
expectiles
0 references
0 references
0 references
