Verification of internal risk measure estimates
Year of publication: |
2016
|
---|---|
Authors: | Davis, Mark H. A. |
Published in: |
Statistics & Risk Modeling. - De Gruyter Oldenbourg, ISSN 2196-7040, ZDB-ID 2630803-4. - Vol. 33.2016, 3-4, p. 67-93
|
Publisher: |
De Gruyter Oldenbourg |
Subject: | Risk measures | probability forecasting | prequential statistics | quantile and mean forecasting | calibration of estimates |
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