Results 181 to 190 of about 2,923 (211)
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Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures
Management Science, 2021Denisa Banulescu-Radu +2 more
exaly
Backtesting global Growth-at-Risk
Journal of Monetary Economics, 2021Christian Brownlees, André B M Souza
exaly
Value-at-risk backtesting: Beyond the empirical failure rate
Expert Systems With Applications, 2021Theo Berger
exaly
Backtesting Correlated Quantities
SSRN Electronic Journal, 2023Nikolai Nowaczyk, Vladimir Piterbarg
openaire +1 more source