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
    0 references
    0 references
    0 references
    0 references
    4 March 2024
    0 references
    \(\alpha\)-mixing
    0 references
    asymptotic variance
    0 references
    expected shortfall
    0 references
    value-at-risk
    0 references

    Identifiers