Author： Krause Jochen Paolella Marc S.
Publisher： MDPI
E-ISSN： 2225-1146|2|2|98-122
ISSN： 2225-1146
Source： Econometrics, Vol.2, Iss.2, 2014-06, pp. : 98-122
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
A Simple Traffic Light Approach to Backtesting Expected Shortfall
By Costanzino Nick Curran Michael
Risks, Vol. 6, Iss. 1, 2018-01 ,pp. :
Access to resources
Recommend
Forecasting Value-at-Risk Using High-Frequency Information
Econometrics, Vol. 1, Iss. 1, 2013-06 ,pp. :
Measuring Risk When Expected Losses Are Unbounded
By Balbás Alejandro Blanco Iván Garrido José
Risks, Vol. 2, Iss. 4, 2014-09 ,pp. :
Lambda Value at Risk and Regulatory Capital: A Dynamic Approach to Tail Risk
By Hitaj Asmerilda Mateus Cesario Peri Ilaria
Risks, Vol. 6, Iss. 1, 2018-03 ,pp. :