Results 271 to 280 of about 126,314 (289)
Some of the next articles are maybe not open access.
Forecasting value at risk and expected shortfall with mixed data sampling
International Journal of Forecasting, 2020Trung Hai Le
exaly
Expectile Linked Expected Shortfall Bounds
SSRN Electronic Journal, 2023Alejandro Balbás +2 more
openaire +1 more source
Backtesting Expected Shortfall: Accounting for Tail Risk
Management Science, 2017Juan Carlos Escanciano
exaly
Implicit Multivariate Backtesting Expected Shortfall
2023Yu Chen, Xin Zhang, Tingnan Gong
openaire +1 more source
Nonparametric Estimation and Sensitivity Analysis of Expected Shortfall
Mathematical Finance, 2004Olivier Scaillet
exaly
Multinomial VaR backtests: A simple implicit approach to backtesting expected shortfall
Journal of Banking and Finance, 2018Marie Kratz, Alexander J Mcneil
exaly
Estimation of multiple period expected shortfall and median shortfall for risk management
Quantitative Finance, 2012Mike So
exaly
Estimating the expected shortfall of cryptocurrencies: An evaluation based on backtesting
Finance Research Letters, 2020exaly