Backtesting Value at Risk and Expected Shortfall (BestMasters)

Name: Backtesting Value at Risk and Expected Shortfall (BestMasters)
Brand: Springer Gabler
SKU: 3157757397abdb0beac03ac652ba6b87

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Backtesting Value at Risk and Expected Shortfall (BestMasters)

Brand	Springer Gabler
EAN	9783658119072

Independently Published

Quantitative Risk Management with Python: Value at Risk, Expected Shortfall, and Portfolio Stress Testing

Independently Published

Quantitative Risk Management with Python: Value at Risk, Expected Shortfall, and Portfolio Stress Testing

Risk, Expected Return, and Diversification

Forecasting VaR and Expected Shortfall Using LM-GARCH Models in the R