Uncertainty Comparison Between Value-at-Risk and Expected Shortfall (Q6122965)
From MaRDI portal
scientific article; zbMATH DE number 7812208
Language | Label | Description | Also known as |
---|---|---|---|
English | Uncertainty Comparison Between Value-at-Risk and Expected Shortfall |
scientific article; zbMATH DE number 7812208 |
Statements
Uncertainty Comparison Between Value-at-Risk and Expected Shortfall (English)
0 references
4 March 2024
0 references
\(\alpha\)-mixing
0 references
asymptotic variance
0 references
expected shortfall
0 references
value-at-risk
0 references
0 references