Backtesting Value at Risk and Expected Shortfall: 2016 (BestMasters) [Taschenbuch]
83,18 €
More important, she investigates the issue related to the backtesting of Expected Shortfall. The main contribution of the work is the application of "Test 1" and "Test 2" developed by Acerbi and Szekely (2014) on different models and for five global market indexes.
Jetzt bei Ebay:
![Produktbild - Risk and Everyday Life by Lupton, Deborah Professor [Paperback] NEUF](https://i.ebayimg.com/thumbs/images/g/M38AAeSwoR9oUw2C/s-l140.jpg)
![Produktbild - Quantification of Structural Liquidity Risk in Banks (BestMasters) [Paperback]](https://i.ebayimg.com/thumbs/images/g/Gk0AAeSwCNBoUScd/s-l140.jpg)
![Produktbild - Gloom to Boom: How Leaders Transform Risk Into Resilience and Value [Paperback]](https://i.ebayimg.com/thumbs/images/g/tyEAAeSwBBFoAT65/s-l140.jpg)
![Produktbild - Values, Ergonomics and Risk Management in Aviation Business Strategy [Paperback]](https://i.ebayimg.com/thumbs/images/g/F7oAAeSwhRJoOJYl/s-l140.jpg)
![Produktbild - Theo-Poetics: Hans Urs Von Balthasar and the Risk of Art and Being [Paperback]](https://i.ebayimg.com/thumbs/images/g/wbcAAeSwFPBoQpVc/s-l140.jpg)
![Produktbild - Auditing for Managers: The Ultimate Risk Management Tool [Paperback] NEUF](https://i.ebayimg.com/thumbs/images/g/IbIAAeSwfxxoU2pi/s-l140.jpg)
![Produktbild - Risk-Based Analysis for Environmental Managers by Kurt A. Frantzen [Paperback]](https://i.ebayimg.com/thumbs/images/g/JG0AAeSwTKtoPBrl/s-l140.jpg)
![Produktbild - Chemoselective Nucleophilic α-Amination of Amides (BestMasters) [Paperback] NEUF](https://i.ebayimg.com/thumbs/images/g/0UsAAeSwvjdoOSdk/s-l140.jpg)
![Produktbild - Increase your Brainability - and reduce your risk of dementia [Paperback] NEUF](https://i.ebayimg.com/thumbs/images/g/nwMAAeSwdxhoSSYA/s-l140.jpg)
![Produktbild - The CIO’s Guide to Risk [Paperback] NEUF](https://i.ebayimg.com/thumbs/images/g/q1wAAeSwFfloTXZl/s-l140.jpg)
![Produktbild - Through Dangerous Doors: A Life at Risk by Lee, Robert Charles [Paperback] NEUF](https://i.ebayimg.com/thumbs/images/g/mLcAAeSwjGhoBdYo/s-l140.jpg)
![Produktbild - At Your Own Risk: A Saint's Testament by Derek Jarman [Paperback] NEUF](https://i.ebayimg.com/thumbs/images/g/GVQAAeSwWO1oSEzn/s-l140.jpg)
![Produktbild - Transboundary Risk Management (Earthscan Risk in Society) [Paperback] NEUF](https://i.ebayimg.com/thumbs/images/g/-ucAAeSwIGdoSE1u/s-l140.jpg)
![Produktbild - Quantitative Financial Risk Management (Wiley Finance) [Hardback] NEUF](https://i.ebayimg.com/thumbs/images/g/VdcAAeSwdcpoSGyk/s-l140.jpg)