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~person:"Löser, Robert"
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Löser, Robert
Ziggel, Daniel
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
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New backtests for unconditional coverage of the expected shortfall
Löser, Robert
;
Wied, Dominik
;
Ziggel, Daniel
-
2016
Persistent link: https://www.econbiz.de/10011569406
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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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