Results 191 to 200 of about 4,544 (205)

Estimating the Expected Shortfall of Cryptocurrencies: An Evaluation Based on Backtesting

Finance Research Letters, 2020
Ángel Manuel León Valle
exaly  

Backtesting Expected Shortfall: Accounting for Tail Risk

Management Science, 2017
Juan Carlos Escanciano, Zaichao Du
exaly  

Backtesting

Jason Guevara, Oskars Linares
openaire   +1 more source

Backtesting Extreme Value Theory Models of Expected Shortfall

Quantitative Finance, 2019
Alfonso Novales Cinca, Laura Garcia-Jorcano   +1 more
exaly  

Backtesting Lambda Value at Risk

European Journal of Finance, 2018
Ilaria Peri
exaly  

Frontiers in VaR Forecasting and Backtesting

International Journal of Forecasting, 2016
Esther Ruiz
exaly  

Backtesting

2018
openaire   +1 more source

Backtesting and stress testing

2004
openaire   +1 more source

Fieller Stability Measure: A Novel Model-Dependent Backtesting Approach

Journal of the Operational Research Society, 2015
Sebastián Maldonado, Cristián Bravo
exaly  

Backtesting a Trading Strategy

2023
openaire   +1 more source