molest
发表于 2025-3-23 12:44:35
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.
Chemotherapy
发表于 2025-3-23 15:24:27
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acheon
发表于 2025-3-23 20:07:38
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Recess
发表于 2025-3-23 22:27:16
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.
TRAWL
发表于 2025-3-24 04:18:27
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细菌等
发表于 2025-3-24 09:14:51
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.
organism
发表于 2025-3-24 12:54:19
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CREST
发表于 2025-3-24 18:40:20
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诱使
发表于 2025-3-24 19:17:30
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舔食
发表于 2025-3-25 00:31:39
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