Expected shortfall is jointly elicitable with value-at-risk: Implications for backtesting
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BiBTeXSEEK ID: https://publications.h-its.org/publications/143
Filename: 2016Risk.pdf
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SEEK ID: https://publications.h-its.org/publications/143
Research Groups: Computational Statistics
Publication type: Journal
Journal: Risk Magazine
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Created: 7th Sep 2019 at 07:53
Last updated: 8th Mar 2024 at 14:06
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Research Groups: Computational Statistics
Institutions: Heidelberg Institute for Theoretical Studies
Research Groups: Computational Statistics
Institutions: Heidelberg Institute for Theoretical Studies
https://orcid.org/0000-0001-7423-1352
Research Groups: Scientific Databases and Visualisation, Astroinformatics, Data Mining and Uncertainty Quantification, Groups and Geometry, Natural Language Processing, Computational Molecular Evolution, Computational Carbon Chemistry, Physics of Stellar Objects, Playground, Molecular and Cellular Modeling, Stellar Evolution Theory, SIMPLAIX
Institutions: Heidelberg Institute for Theoretical Studies
Public web page: Not specified
