Similar Search Results

A replication study of "Openness, country size, and government size" (journal of public economics 2009)

Musau, Andrew - In: Public finance review : PFR 47 (2019) 4, pp. 775-792

Persistent link: https://www.econbiz.de/10012014703

Semiparametric estimation of conditional quantiles for time series, with applications in finance

Nyamuhanga Mwita, Peter (contributor) - 2003

Persistent link: https://www.econbiz.de/10001774767

Deficit sustainability and fiscal theory of price level : the case of Italy, 1861-2020

Congregado, Emilio; Díaz Roldán, Carmen; Esteve … - In: Empirica : journal of european economics 50 (2023) 3, pp. 755-782

Persistent link: https://www.econbiz.de/10014323548

Backtesting Value at Risk and Expected Shortfall

Roccioletti, Simona - 2016 - 1st ed. 2016

In this book Simona Roccioletti reviews several valuable studies about risk measures and their properties; in particular she studies the new (and heavily discussed) property of "Elicitability" of a risk measure. More important, she investigates the issue related to the backtesting of Expected...