標(biāo)題: Titlebook: Backtesting Value at Risk and Expected Shortfall; Simona Roccioletti Book 2016 Springer Fachmedien Wiesbaden 2016 Risk Measures.Value at R [打印本頁] 作者: deferential 時(shí)間: 2025-3-21 16:41
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書目名稱Backtesting Value at Risk and Expected Shortfall影響因子(影響力)學(xué)科排名
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書目名稱Backtesting Value at Risk and Expected Shortfall網(wǎng)絡(luò)公開度學(xué)科排名
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書目名稱Backtesting Value at Risk and Expected Shortfall讀者反饋
書目名稱Backtesting Value at Risk and Expected Shortfall讀者反饋學(xué)科排名
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Simona RocciolettiStudy in the field of economics.Studies about risk measures and their properties.Investigation of the issue related to the backtesting of Expected Shortfall.Includes supplementary material: 作者: 幼稚 時(shí)間: 2025-3-22 11:39
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Backtesting Value at Risk and Expected Shortfall978-3-658-11908-9Series ISSN 2625-3577 Series E-ISSN 2625-3615 作者: nuclear-tests 時(shí)間: 2025-3-22 20:44 作者: TSH582 時(shí)間: 2025-3-22 22:02 作者: Precursor 時(shí)間: 2025-3-23 02:53
Handbook of Social Support and the FamilyAs we have seen before, a risk measure has to be estimated from historical data. In order to reach the best possible point estimate, we have to make several choices concerning models, methods and parameters.作者: Thyroxine 時(shí)間: 2025-3-23 06:19
Inge Bretherton,Reghan Walsh,Molly LependorfRegulators experience the crucial but onerous task of establishing capital requirements for financial intermediaries.作者: molest 時(shí)間: 2025-3-23 12:44
Richard M. Ryan,Jessica A. SolkyIn this chapter we present some concrete backtesting results for both Value at Risk and Expected Shortfall..The major scope of this work is to apply the new ES backtesting methodologies (described in Chapter 4) to real financial time series.作者: Chemotherapy 時(shí)間: 2025-3-23 15:24 作者: acheon 時(shí)間: 2025-3-23 20:07 作者: Recess 時(shí)間: 2025-3-23 22:27
Elicitability,As we have seen before, a risk measure has to be estimated from historical data. In order to reach the best possible point estimate, we have to make several choices concerning models, methods and parameters.作者: TRAWL 時(shí)間: 2025-3-24 04:18 作者: 細(xì)菌等 時(shí)間: 2025-3-24 09:14
Empirical Analysis,In this chapter we present some concrete backtesting results for both Value at Risk and Expected Shortfall..The major scope of this work is to apply the new ES backtesting methodologies (described in Chapter 4) to real financial time series.作者: organism 時(shí)間: 2025-3-24 12:54 作者: CREST 時(shí)間: 2025-3-24 18:40 作者: 誘使 時(shí)間: 2025-3-24 19:17 作者: 舔食 時(shí)間: 2025-3-25 00:31 作者: 摻假 時(shí)間: 2025-3-25 05:52 作者: Commonwealth 時(shí)間: 2025-3-25 07:48
Anton J. M. Roebroek,Philip L. S. M. Gordts,Sara Reekmansda? der beachtliche Umsatz von Aminos?uren im Organismus sich nicht nur im Stoffwechsel der Aminogruppe, sondern auch in demjenigen des C-Skelettes der Aminos?uren widerspiegelt. Von ihrem Verhalten im Stoffwechsel kann man grunds?tzlich zwischen . und . Aminos?uren unterscheiden. . Aminos?uren zeic作者: 脊椎動(dòng)物 時(shí)間: 2025-3-25 12:14
Andrew Calcuttadition, die zumindest bis zu Autoren wie Thukydides und Aristoteles reicht, zurückblicken kann und sich komparative Aussagen in Werken nahezu aller klassischen Autoren des Faches finden. Zum andern, weil die ihr innewohnende methodische Perspektive in die Lage versetzt, die jeweils eigenen politisc作者: 不能妥協(xié) 時(shí)間: 2025-3-25 16:58
Systemic Lupus Erythematosus,scence. A positive ANA does not confirm SLE. Clinical context is crucial in the interpretation of a positive test result. A negative ANA virtually rules out SLE. ANA patterns give an idea about the antigens targeted and the underlying autoimmune disease. The correlation at best is general and should作者: 反饋 時(shí)間: 2025-3-25 20:09 作者: 安慰 時(shí)間: 2025-3-26 02:50 作者: Painstaking 時(shí)間: 2025-3-26 07:38 作者: Organonitrile 時(shí)間: 2025-3-26 10:45
Textbook 19453rd edition sind. Der Verlag stellt mit diesem Archiv Quellen für die historische wie auch die disziplingeschichtliche Forschung zur Verfügung, die jeweils im historischen Kontext betrachtet werden müssen. Dieser Titel erschien in der Zeit vor 1945 und wird daher in seiner zeittypischen politisch-ideologischen作者: fiction 時(shí)間: 2025-3-26 15:13
ISD Coordinationication. An authority could create such a list and distribute it, but this would conflict with SCION’s goal that each ISD can operate independently and communicate with other ISDs without any globally trusted entity.作者: thrombosis 時(shí)間: 2025-3-26 19:40 作者: 健談 時(shí)間: 2025-3-26 22:28
The Field Dynamics of Stratification Among US Research Universities: The Expansion of Federal Supporsed stratification, then, this association seems more pronounced for some (e.g., low- and moderate-resource public) universities than for others. Elite universities may use other resource bases – such as endowments – to maintain positions in evolving status hierarchies.作者: 晚來的提名 時(shí)間: 2025-3-27 01:44 作者: micronized 時(shí)間: 2025-3-27 06:01 作者: novelty 時(shí)間: 2025-3-27 12:45
Multilevel Exchange of Office or In this way, Spain’s multilevel state institutions can bolster the government’s bargaining power and create incentives for some opposition parties to cooperate with it. Also, in comparative perspective, this means that Spain’s minority governments have two potentially important bargaining chips: pol作者: Fresco 時(shí)間: 2025-3-27 15:15
Saturationsgas, Flüssigkeiten mit Kohlens?ure (CO.) bewerkstelligt. Der gr??te Teil des in Form von l?slichem Zuckerkalk (Calciumsaccharat) im Safte enthaltenen Kalkes wird dadurch als unl?sliches kohlensaures Calcium ausgeschieden.).作者: 笨拙的我 時(shí)間: 2025-3-27 18:42 作者: dysphagia 時(shí)間: 2025-3-28 00:38
Zonobiome of the Arid-Temperate ClimateTo obtain concrete results, we will consider a case of dynamical systems with input/output mechanism surrounded by no noise.
