Adjusted empirical likelihood for value at risk and expected shortfall (Q2979015)
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scientific article; zbMATH DE number 6710440
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| default for all languages | No label defined |
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| English | Adjusted empirical likelihood for value at risk and expected shortfall |
scientific article; zbMATH DE number 6710440 |
Statements
Adjusted empirical likelihood for value at risk and expected shortfall (English)
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2 May 2017
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adjusted empirical likelihood
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confidence region
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coverage probability
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expected shortfall
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value at risk
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0.9065021
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0.87707293
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0.8747413
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0.8741325
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0.8728507
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0.8710115
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0.86498934
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