Backtesting general spectral risk measures with application to expected shortfall
Nick Costanzino and Mike Curran
| Year of publication: |
2015
|
|---|---|
| Authors: | Costanzino, Nick ; Curran, Mike |
| Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 9.2015, 1, p. 21-31
|
| Subject: | Risikomaß | Risk measure | Prognoseverfahren | Forecasting model | Statistischer Test | Statistical test | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010516722