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~isPartOf:"Journal of risk"
~person:"Berger, Theo"
~person:"Fuertes, Ana María"
~person:"Herrera, Rodrigo"
~person:"Wied, Dominik"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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New backtests for unconditional coverage of expected shortfall
Löser, Robert
;
Wied, Dominik
;
Ziggel, Daniel
- In:
Journal of risk
21
(
2018/2019
)
4
,
pp. 39-59
Persistent link: https://www.econbiz.de/10012059868
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