Showing 1 - 6 of 6
Persistent link: https://www.econbiz.de/10010891656
Persistent link: https://www.econbiz.de/10005250173
Persistent link: https://www.econbiz.de/10010772971
Persistent link: https://www.econbiz.de/10011067403
Persistent link: https://www.econbiz.de/10005411650
Standard risk measures, such as the value-at-risk (VaR), or the expected shortfall, have to be estimated, and their estimated counterparts are subject to estimation uncertainty. Replacing, in the theoretical formulas, the true parameter value by an estimator based on <italic>n</italic> observations of the profit...
Persistent link: https://www.econbiz.de/10011067378