Results 351 to 357 of about 2,746,744 (357)
Some of the next articles are maybe not open access.

An empirical review of dynamic extreme value models for forecasting value at risk, expected shortfall and expectile

Journal of Empirical Finance
Claudio Candia, Rodrigo Herrera
semanticscholar   +1 more source

Robust estimation of the range-based GARCH model: Forecasting volatility, value at risk and expected shortfall of cryptocurrencies

Economic Modelling
P. Fiszeder   +2 more
semanticscholar   +1 more source

Expectile Linked Expected Shortfall Bounds

SSRN Electronic Journal, 2023
Alejandro Balbás   +2 more
openaire   +1 more source

Implicit Multivariate Backtesting Expected Shortfall

2023
Yu Chen, Xin Zhang, Tingnan Gong
openaire   +1 more source

Revisiting value-at-risk and expected shortfall in oil markets under structural breaks: The role of fat-tailed distributions

, 2021
Saswat Patra
semanticscholar   +1 more source

Expected Shortfall

2018
openaire   +1 more source

Implicit Multivariate Backtesting Expected Shortfall

Tingnan Gong, Yu Chen
openaire   +1 more source
business
value at risk
computer science
value-at-risk
fos: economics and business
quantitative finance - risk management
risk management q-fin.rm
statistical methods risk measures
8. economic growth
previous   34  35  36  

Home - About - Disclaimer - Privacy